+32.4%
CMS vs NVD
-99.2%
+131.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +0.2% | +0.5% | -0.4% | +0.1% |
| 30D | -1.3% | -9.3% | +8.0% | -1.0% |
| 3M | -5.4% | -22.1% | +16.7% | -4.7% |
| 6M | -10.3% | -45.8% | +35.5% | -8.6% |
| YTD | -0.2% | -46.7% | +46.5% | +1.6% |
| 1Y | -0.9% | -59.5% | +58.6% | +1.7% |
| 3Y | +34.0% | -99.2% | +133.1% | +51.4% |
| All | +32.4% | -99.2% | +131.5% | +49.6% |
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