+1.4%
CMG vs NVTS
-14.2%
+15.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -1.5% | +9.7% | -11.2% | -1.9% |
| 30D | +12.7% | -13.6% | +26.3% | +13.4% |
| 3M | +26.3% | -51.0% | +77.3% | +29.8% |
| 6M | +4.5% | +46.3% | -41.8% | -0.7% |
| YTD | -0.1% | +68.1% | -68.2% | -6.4% |
| 1Y | -6.8% | +113.9% | -120.7% | -14.8% |
| 3Y | -5.0% | +45.3% | -50.3% | -13.2% |
| All | +1.4% | -14.2% | +15.5% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling