+91.8%
CMS vs NVT
+712.1%
-620.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | +0.2% | +7.0% | -6.8% | -0.5% |
| 30D | -1.3% | -2.3% | +1.0% | -1.1% |
| 3M | -5.4% | -3.1% | -2.3% | -5.5% |
| 6M | -10.3% | +47.0% | -57.4% | -14.7% |
| YTD | -0.2% | +56.2% | -56.4% | -5.9% |
| 1Y | -0.9% | +74.5% | -75.4% | -8.0% |
| 3Y | +34.0% | +184.0% | -150.1% | +13.1% |
| 5Y | +23.6% | +410.8% | -387.2% | -7.4% |
| All | +91.8% | +712.1% | -620.3% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling