+36.1%
CMS vs NVD
-98.8%
+134.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | +0.2% |
| 7D | -0.9% | +23.8% | -24.7% | -1.9% |
| 30D | +7.1% | +57.0% | -49.9% | +4.9% |
| 3M | -1.3% | +41.6% | -42.8% | -3.1% |
| 6M | -2.7% | +17.6% | -20.2% | -3.9% |
| YTD | +2.6% | -21.4% | +24.0% | +2.6% |
| 1Y | -2.0% | -23.3% | +21.3% | -2.1% |
| 3Y | +39.6% | -98.7% | +138.3% | +54.2% |
| All | +36.1% | -98.8% | +134.9% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling