-0.2%
NVTS vs CMS
-1.1%
+0.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.5% | +10.7% | +11.9% |
| 7D | +20.8% | -0.9% | +21.7% | +19.4% |
| 30D | -11.1% | +7.1% | -18.2% | -3.5% |
| 3M | -31.0% | -1.3% | -29.7% | -31.9% |
| 6M | -47.4% | -2.7% | -44.7% | -47.8% |
| YTD | +34.2% | +2.6% | +31.6% | +35.1% |
| All | -0.2% | -1.1% | +0.9% | +3.7% |
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