-30.1%
NVTS vs CMS
+36.9%
-67.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -5.8% |
| 7D | +3.9% | +1.7% | +2.2% | +4.6% |
| 30D | -4.3% | +6.2% | -10.5% | -1.9% |
| 3M | -34.5% | +0.6% | -35.1% | -34.0% |
| 6M | -57.7% | -1.8% | -56.0% | -57.5% |
| YTD | +25.4% | +3.8% | +21.5% | +27.6% |
| 1Y | +13.1% | -1.8% | +14.9% | +14.0% |
| 3Y | +48.9% | +39.8% | +9.1% | +48.9% |
| 5Y | -51.8% | +37.1% | -88.9% | -51.1% |
| All | -30.1% | +36.9% | -67.0% | -28.8% |
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