+72.5%
CME vs NVTS
-37.5%
+110.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.5% |
| 7D | +1.7% | +9.6% | -7.9% | +1.8% |
| 30D | +10.2% | -13.0% | +23.2% | +10.1% |
| 3M | +17.8% | -28.8% | +46.6% | +17.6% |
| 6M | +11.0% | -48.5% | +59.4% | +10.9% |
| YTD | +17.0% | +31.4% | -14.3% | +17.2% |
| 1Y | +15.8% | -2.3% | +18.1% | +15.9% |
| 3Y | +61.8% | +49.8% | +11.9% | +63.6% |
| 5Y | +72.5% | -43.2% | +115.7% | +75.5% |
| All | +72.5% | -37.5% | +110.0% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling