-7.1%
CMG vs NVTS
+105.1%
-112.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.1% |
| 7D | -2.1% | -1.4% | -0.6% | -2.0% |
| 30D | +10.9% | -16.5% | +27.4% | +11.3% |
| 3M | +15.8% | -47.6% | +63.5% | +16.9% |
| 6M | +6.9% | +7.3% | -0.3% | +1.4% |
| YTD | -2.2% | +62.9% | -65.0% | -10.2% |
| 1Y | -7.1% | +91.3% | -98.4% | -16.2% |
| All | -7.1% | +105.1% | -112.2% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling