-61.4%
NVD vs CAI
-31.3%
-30.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.5% |
| 7D | -11.1% | -2.2% | -8.9% | -11.3% |
| 30D | -13.3% | +52.4% | -65.7% | -7.8% |
| 3M | -19.8% | +45.1% | -64.9% | -15.2% |
| 6M | -48.8% | +26.2% | -75.0% | -45.6% |
| YTD | -49.7% | -7.1% | -42.6% | -48.8% |
| 1Y | -61.4% | -31.0% | -30.3% | -65.7% |
| All | -61.4% | -31.3% | -30.1% | -65.7% |
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