+113.9%
NVTS vs CMS
-0.5%
+114.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +2.0% |
| 7D | +9.7% | +1.2% | +8.5% | +10.6% |
| 30D | -13.6% | -3.2% | -10.5% | -15.7% |
| 3M | -51.0% | -2.2% | -48.8% | -52.8% |
| 6M | +46.3% | -9.4% | +55.8% | +42.7% |
| YTD | +68.1% | +0.7% | +67.4% | +53.5% |
| 1Y | +113.9% | +0.4% | +113.6% | +110.6% |
| All | +113.9% | -0.5% | +114.4% | +110.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling