+33.0%
NVDX vs CAI
-31.3%
+64.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +11.6% | -2.2% | +13.8% | +11.9% |
| 30D | +7.5% | +52.4% | -44.9% | +1.0% |
| 3M | +2.1% | +45.1% | -43.0% | -3.7% |
| 6M | +35.5% | +26.2% | +9.3% | +28.2% |
| YTD | +24.1% | -7.1% | +31.2% | +22.7% |
| 1Y | +33.0% | -31.0% | +64.0% | +51.3% |
| All | +33.0% | -31.3% | +64.2% | +51.3% |
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