+21.9%
NVS vs CAI
-9.9%
+31.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.3% |
| 7D | -14.3% | -2.9% | -11.4% | -14.1% |
| 30D | -10.0% | +9.3% | -19.3% | -10.5% |
| 3M | -10.9% | +35.2% | -46.1% | -12.7% |
| 6M | -12.0% | +30.7% | -42.7% | -14.2% |
| YTD | +2.5% | -9.8% | +12.3% | +1.6% |
| 1Y | +10.7% | -28.9% | +39.5% | +11.5% |
| All | +21.9% | -9.9% | +31.7% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling