+442.3%
CMG vs NVT
+694.8%
-252.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -3.8% | +2.0% | -5.9% | -4.4% |
| 30D | +12.9% | -7.2% | +20.1% | +14.9% |
| 3M | +18.8% | -0.9% | +19.7% | +17.3% |
| 6M | +4.1% | +42.6% | -38.5% | -9.9% |
| YTD | -2.4% | +52.9% | -55.2% | -17.7% |
| 1Y | -6.7% | +64.5% | -71.1% | -23.8% |
| 3Y | -7.1% | +178.0% | -185.1% | -40.4% |
| 5Y | -5.0% | +402.8% | -407.8% | -52.5% |
| All | +442.3% | +694.8% | -252.5% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling