+53.5%
CME vs NVTS
+45.8%
+7.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | -2.9% | +9.7% | -12.6% | -2.7% |
| 30D | +5.5% | -13.6% | +19.1% | +5.3% |
| 3M | +11.0% | -51.0% | +61.9% | +10.1% |
| 6M | -9.7% | +46.3% | -56.0% | -8.6% |
| YTD | +4.9% | +68.1% | -63.2% | +6.4% |
| 1Y | +10.1% | +113.9% | -103.8% | +12.3% |
| 3Y | +53.5% | +45.3% | +8.2% | +60.1% |
| All | +53.5% | +45.8% | +7.7% | +60.1% |
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