+35.2%
CMS vs NVT
+193.5%
-158.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.6% |
| 7D | +1.2% | +10.4% | -9.1% | +1.5% |
| 30D | -3.2% | -1.3% | -1.9% | -3.2% |
| 3M | -2.2% | -0.6% | -1.6% | -2.0% |
| 6M | -9.4% | +53.8% | -63.2% | -8.9% |
| YTD | +0.7% | +60.2% | -59.5% | +1.4% |
| 1Y | +0.4% | +76.8% | -76.4% | +1.3% |
| 3Y | +35.2% | +191.2% | -156.1% | +30.5% |
| All | +35.2% | +193.5% | -158.4% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling