-3.3%
CMS vs NVT
-30.8%
+27.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | +0.2% |
| 7D | -1.1% | +3.5% | -4.6% | -0.6% |
| 30D | +6.6% | -28.2% | +34.7% | +3.3% |
| 3M | +0.8% | -30.1% | +30.9% | -2.5% |
| 6M | -3.3% | -32.5% | +29.1% | -6.4% |
| All | -3.3% | -30.8% | +27.5% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling