+24.1%
CMS vs NVT
+425.5%
-401.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.4% |
| 7D | +1.2% | +10.4% | -9.1% | +1.0% |
| 30D | -3.2% | -1.3% | -1.9% | -3.1% |
| 3M | -2.2% | -0.6% | -1.6% | -2.2% |
| 6M | -9.4% | +53.8% | -63.2% | -11.2% |
| YTD | +0.7% | +60.2% | -59.5% | -1.6% |
| 1Y | +0.4% | +76.8% | -76.4% | -2.5% |
| 3Y | +35.2% | +191.2% | -156.1% | +22.9% |
| 5Y | +24.1% | +430.9% | -406.8% | +0.2% |
| All | +24.1% | +425.5% | -401.4% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling