+688.3%
NVDL vs CMS
+34.5%
+653.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -2.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.7% |
| 30D | +3.4% | -1.3% | +4.7% | +1.9% |
| 3M | +8.1% | -5.4% | +13.5% | +1.9% |
| 6M | +31.9% | -10.3% | +42.2% | +17.6% |
| YTD | +21.1% | -0.2% | +21.3% | +24.1% |
| 1Y | +34.0% | -0.9% | +34.9% | +37.7% |
| All | +688.3% | +34.5% | +653.8% | +1,116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling