+41.9%
CMI vs NVTS
+109.2%
-67.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.5% | +2.1% |
| 7D | -0.7% | +2.7% | -3.4% | -1.1% |
| 30D | -13.4% | -4.5% | -9.0% | -13.1% |
| 3M | -17.0% | -61.5% | +44.5% | -9.3% |
| 6M | -1.6% | +28.0% | -29.6% | -7.0% |
| YTD | +11.0% | +65.3% | -54.3% | +2.2% |
| 1Y | +41.9% | +113.0% | -71.1% | +30.3% |
| All | +41.9% | +109.2% | -67.3% | +30.3% |
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