-10.8%
NVTS vs CAI
+12.6%
-23.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +8.8% |
| 7D | -0.3% | -6.3% | +6.0% | +1.1% |
| 30D | -24.4% | +9.3% | -33.7% | -25.4% |
| 3M | -26.5% | +106.3% | -132.8% | -36.1% |
| 6M | -41.4% | +77.7% | -119.1% | -48.8% |
| YTD | +30.7% | +23.1% | +7.5% | +34.9% |
| 1Y | -10.8% | +6.5% | -17.3% | -3.0% |
| All | -10.8% | +12.6% | -23.4% | -3.0% |
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