+22.2%
NVS vs CAI
-11.0%
+33.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | -15.4% | -3.1% | -12.3% | -15.2% |
| 30D | -12.3% | +2.7% | -15.0% | -12.5% |
| 3M | -7.8% | +41.7% | -49.5% | -10.0% |
| 6M | -13.0% | +26.5% | -39.5% | -15.0% |
| YTD | +2.8% | -10.9% | +13.7% | +1.9% |
| 1Y | +10.6% | -29.2% | +39.9% | +11.4% |
| All | +22.2% | -11.0% | +33.2% | +20.4% |
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