+2,788.3%
NVDL vs CMS
+19.2%
+2,769.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.5% |
| 7D | +11.7% | +0.4% | +11.3% | +12.1% |
| 30D | +7.8% | -3.6% | +11.4% | +3.7% |
| 3M | +3.3% | -1.9% | +5.2% | +2.3% |
| 6M | +38.9% | -11.0% | +49.9% | +25.2% |
| YTD | +28.5% | +0.2% | +28.3% | +31.6% |
| 1Y | +40.6% | -1.3% | +41.9% | +43.0% |
| 3Y | +648.7% | +35.9% | +612.8% | +971.5% |
| All | +2,788.3% | +19.2% | +2,769.1% | +4,142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling