+2,490.2%
NVDL vs CMS
+16.9%
+2,473.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -1.0% |
| 7D | -10.3% | -1.9% | -8.4% | -12.1% |
| 30D | -7.1% | -4.1% | -3.0% | -10.9% |
| 3M | +6.6% | -7.1% | +13.7% | -0.7% |
| 6M | +21.1% | -10.1% | +31.1% | +10.3% |
| YTD | +15.2% | -1.7% | +16.9% | +15.7% |
| 1Y | +18.8% | -3.4% | +22.2% | +18.3% |
| 3Y | +649.9% | +31.6% | +618.3% | +945.2% |
| All | +2,490.2% | +16.9% | +2,473.2% | +3,630.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling