+154.0%
CMI vs NVTS
-20.2%
+174.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.6% |
| 7D | +0.8% | +0.5% | +0.4% | +0.8% |
| 30D | -12.8% | -18.0% | +5.2% | -11.8% |
| 3M | -12.4% | -45.6% | +33.2% | -9.7% |
| 6M | -0.9% | +28.5% | -29.3% | -3.7% |
| YTD | +8.9% | +56.2% | -47.3% | +4.3% |
| 1Y | +37.7% | +97.7% | -60.0% | +29.3% |
| 3Y | +148.9% | +35.0% | +113.9% | +130.8% |
| All | +154.0% | -20.2% | +174.3% | +119.0% |
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