-36.1%
NVO vs CAI
-11.0%
-25.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.7% |
| 7D | -4.7% | -3.1% | -1.6% | -4.1% |
| 30D | -5.4% | +2.7% | -8.1% | -6.0% |
| 3M | +7.0% | +41.7% | -34.7% | -0.6% |
| 6M | +17.6% | +26.5% | -8.9% | +10.0% |
| YTD | -8.0% | -10.9% | +2.9% | -10.5% |
| 1Y | -13.8% | -29.2% | +15.4% | -13.9% |
| All | -36.1% | -11.0% | -25.1% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling