-54.9%
NVDL vs CMS
-1.8%
-53.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -2.2% |
| 7D | -24.8% | +1.7% | -26.5% | -23.3% |
| 30D | -48.0% | +6.2% | -54.2% | -44.6% |
| 3M | -51.5% | +0.6% | -52.2% | -50.8% |
| 6M | -54.9% | -1.8% | -53.2% | -55.4% |
| All | -54.9% | -1.8% | -53.1% | -55.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling