+2,622.7%
NVDL vs CMS
+18.7%
+2,604.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -2.7% |
| 7D | -0.8% | +0.2% | -1.0% | -0.7% |
| 30D | +3.4% | -1.3% | +4.7% | +2.1% |
| 3M | +8.1% | -5.4% | +13.5% | +2.8% |
| 6M | +31.9% | -10.3% | +42.2% | +19.8% |
| YTD | +21.1% | -0.2% | +21.3% | +23.5% |
| 1Y | +34.0% | -0.9% | +34.9% | +37.0% |
| 3Y | +677.9% | +34.0% | +644.0% | +1,002.8% |
| All | +2,622.7% | +18.7% | +2,604.0% | +3,882.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling