+36.0%
NVS vs CAI
+12.6%
+23.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.5% |
| 7D | +5.7% | -6.3% | +12.0% | +6.1% |
| 30D | +17.1% | +9.3% | +7.8% | +16.3% |
| 3M | +7.6% | +106.3% | -98.7% | +3.3% |
| 6M | +14.1% | +77.7% | -63.7% | +9.6% |
| YTD | +23.3% | +23.1% | +0.2% | +18.0% |
| 1Y | +36.0% | +6.5% | +29.4% | +29.8% |
| All | +36.0% | +12.6% | +23.4% | +29.8% |
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