+32.9%
CMS vs NVD
-99.2%
+132.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +0.4% | -11.1% | +11.5% | +0.8% |
| 30D | -3.6% | -13.3% | +9.7% | -3.2% |
| 3M | -1.9% | -19.8% | +17.9% | -1.3% |
| 6M | -11.0% | -48.8% | +37.8% | -9.0% |
| YTD | +0.2% | -49.7% | +49.8% | +2.3% |
| 1Y | -1.3% | -61.4% | +60.1% | +1.5% |
| 3Y | +35.9% | -99.1% | +135.1% | +53.9% |
| All | +32.9% | -99.2% | +132.1% | +50.6% |
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 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