+40.6%
NVDL vs CMS
-1.9%
+42.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.5% |
| 7D | +11.7% | +0.4% | +11.3% | +12.0% |
| 30D | +7.8% | -3.6% | +11.4% | +4.0% |
| 3M | +3.3% | -1.9% | +5.2% | +2.1% |
| 6M | +38.9% | -11.0% | +49.9% | +26.5% |
| YTD | +28.5% | +0.2% | +28.3% | +35.0% |
| 1Y | +40.6% | -1.3% | +41.9% | +40.9% |
| All | +40.6% | -1.9% | +42.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling