-23.9%
NVDX vs CAI
+12.6%
-36.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.3% |
| 7D | -14.1% | -6.3% | -7.8% | -13.2% |
| 30D | -31.3% | +9.3% | -40.7% | -32.2% |
| 3M | -16.2% | +106.3% | -122.5% | -25.8% |
| 6M | -11.9% | +77.7% | -89.6% | -21.3% |
| YTD | -9.4% | +23.1% | -32.5% | -12.6% |
| 1Y | -23.9% | +6.5% | -30.4% | -24.5% |
| All | -23.9% | +12.6% | -36.4% | -24.5% |
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