-30.2%
NVD vs CAI
+12.6%
-42.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.3% | +6.6% |
| 7D | +15.0% | -6.3% | +21.3% | +14.0% |
| 30D | +39.3% | +9.3% | +30.0% | +41.1% |
| 3M | +3.1% | +106.3% | -103.2% | +16.1% |
| 6M | -19.0% | +77.7% | -96.7% | -9.6% |
| YTD | -35.5% | +23.1% | -58.7% | -32.8% |
| 1Y | -30.2% | +6.5% | -36.7% | -29.0% |
| All | -30.2% | +12.6% | -42.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling