-7.1%
CMG vs NVT
+190.9%
-198.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.5% | -0.4% |
| 7D | -2.1% | +4.1% | -6.1% | -2.6% |
| 30D | +10.9% | -5.1% | +16.0% | +11.6% |
| 3M | +15.8% | -1.2% | +17.0% | +15.0% |
| 6M | +6.9% | +46.6% | -39.6% | -2.5% |
| YTD | -2.2% | +60.0% | -62.2% | -12.5% |
| 1Y | -7.1% | +70.8% | -77.9% | -18.5% |
| 3Y | -7.1% | +187.5% | -194.7% | -31.8% |
| All | -7.1% | +190.9% | -198.0% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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