+59.3%
NVTS vs CAI
-11.0%
+70.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.5% | -5.1% | +5.5% | +1.2% |
| 30D | -18.0% | +3.9% | -21.9% | -18.5% |
| 3M | -45.6% | +40.1% | -85.7% | -48.1% |
| 6M | +28.5% | +29.7% | -1.2% | +21.5% |
| YTD | +56.2% | -10.9% | +67.1% | +58.5% |
| 1Y | +97.7% | -28.0% | +125.7% | +103.8% |
| All | +59.3% | -11.0% | +70.2% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling