-7.1%
CMG vs NVD
-99.1%
+92.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.1% | +10.8% | -12.9% | -1.3% |
| 30D | +10.9% | +0.8% | +10.1% | +11.2% |
| 3M | +15.8% | -20.8% | +36.7% | +14.4% |
| 6M | +6.9% | -41.2% | +48.1% | +3.4% |
| YTD | -2.2% | -44.2% | +42.0% | -5.4% |
| 1Y | -7.1% | -54.2% | +47.1% | -11.0% |
| 3Y | -7.1% | -99.1% | +92.0% | -34.7% |
| All | -7.1% | -99.1% | +92.0% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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