-11.0%
CMS vs NVT
+38.1%
-49.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | 0.0% |
| 7D | +0.4% | +5.1% | -4.7% | +0.7% |
| 30D | -3.6% | -3.7% | +0.1% | -3.8% |
| 3M | -1.9% | -10.1% | +8.2% | -2.0% |
| 6M | -11.0% | +37.5% | -48.4% | -12.7% |
| All | -11.0% | +38.1% | -49.1% | -12.7% |
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