+3.6%
NVT vs CAI
+12.6%
-9.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.1% | -13.8% | -12.8% |
| 7D | -19.5% | -6.3% | -13.2% | -19.1% |
| 30D | -32.4% | +9.3% | -41.7% | -32.7% |
| 3M | -30.3% | +106.3% | -136.7% | -34.9% |
| 6M | -30.4% | +77.7% | -108.2% | -34.2% |
| YTD | +11.3% | +23.1% | -11.8% | +9.8% |
| 1Y | +3.6% | +6.5% | -3.0% | +3.2% |
| All | +3.6% | +12.6% | -9.0% | +3.2% |
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