-7.3%
CMG vs NVTS
+32.4%
-39.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.3% |
| 7D | -3.8% | +0.5% | -4.3% | -3.8% |
| 30D | +12.9% | -18.0% | +30.9% | +13.3% |
| 3M | +18.8% | -45.6% | +64.4% | +19.8% |
| 6M | +4.1% | +28.5% | -24.4% | +1.8% |
| YTD | -2.4% | +56.2% | -58.5% | -5.1% |
| 1Y | -6.7% | +97.7% | -104.4% | -9.9% |
| All | -7.3% | +32.4% | -39.7% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling