+36.6%
CMS vs NVD
-98.6%
+135.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.9% | -10.5% | -0.1% |
| 7D | +0.5% | +43.9% | -43.4% | -1.2% |
| 30D | +7.4% | +74.0% | -66.6% | +4.7% |
| 3M | +1.9% | +48.3% | -46.5% | -0.2% |
| 6M | -2.3% | +30.3% | -32.7% | -4.0% |
| YTD | +3.0% | -12.9% | +15.8% | +2.4% |
| 1Y | -2.8% | -4.0% | +1.2% | -3.8% |
| 3Y | +37.9% | -98.5% | +136.4% | +51.5% |
| All | +36.6% | -98.6% | +135.2% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling