+57.5%
CME vs NVTS
-17.0%
+74.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -1.3% |
| 7D | -1.1% | +3.5% | -4.6% | -1.1% |
| 30D | +4.2% | -11.9% | +16.1% | +4.1% |
| 3M | +7.3% | -49.2% | +56.6% | +7.1% |
| 6M | -11.4% | +38.4% | -49.8% | -11.2% |
| YTD | +3.5% | +62.5% | -58.9% | +3.8% |
| 1Y | +8.6% | +101.4% | -92.8% | +8.8% |
| 3Y | +51.6% | +40.4% | +11.1% | +54.8% |
| All | +57.5% | -17.0% | +74.5% | +59.7% |
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