+0.4%
CMS vs NVD
-27.4%
+27.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | +1.1% |
| 7D | +4.1% | +15.0% | -10.9% | +3.3% |
| 30D | +10.9% | +39.3% | -28.4% | +9.2% |
| 3M | -0.2% | +3.1% | -3.4% | -0.6% |
| 6M | -4.7% | -19.0% | +14.2% | -4.2% |
| YTD | +3.9% | -35.5% | +39.4% | +4.5% |
| 1Y | +0.4% | -30.2% | +30.5% | +0.9% |
| All | +0.4% | -27.4% | +27.7% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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