+61.8%
CME vs NVTS
+47.0%
+14.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.5% |
| 7D | +1.7% | +9.6% | -7.9% | +1.9% |
| 30D | +10.2% | -13.0% | +23.2% | +10.1% |
| 3M | +17.8% | -28.8% | +46.6% | +17.4% |
| 6M | +11.0% | -48.5% | +59.4% | +10.6% |
| YTD | +17.0% | +31.4% | -14.3% | +18.5% |
| 1Y | +15.8% | -2.3% | +18.1% | +16.8% |
| 3Y | +61.8% | +49.8% | +11.9% | +76.0% |
| All | +61.8% | +47.0% | +14.8% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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