+44.0%
NVTS vs CMS
+35.4%
+8.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.1% | +11.7% | +8.0% |
| 7D | +1.5% | -1.3% | +2.8% | +0.6% |
| 30D | -23.8% | +6.3% | -30.1% | -19.9% |
| 3M | -30.6% | -2.1% | -28.5% | -31.3% |
| 6M | -48.4% | -5.1% | -43.3% | -49.2% |
| YTD | +20.6% | +1.3% | +19.3% | +23.1% |
| 1Y | -2.5% | -1.4% | -1.2% | -1.3% |
| 3Y | +44.0% | +36.9% | +7.1% | +17.0% |
| All | +44.0% | +35.4% | +8.6% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling