+157.1%
CMI vs NVTS
-16.8%
+173.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +1.0% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | -12.4% | -16.5% | +4.1% | -11.5% |
| 3M | -14.8% | -47.6% | +32.9% | -11.9% |
| 6M | +0.8% | +7.3% | -6.5% | -1.0% |
| YTD | +10.2% | +62.9% | -52.7% | +5.3% |
| 1Y | +37.4% | +91.3% | -53.8% | +29.2% |
| 3Y | +153.3% | +43.4% | +109.9% | +133.9% |
| All | +157.1% | -16.8% | +173.9% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling