+43.0%
NVTS vs CMS
+35.9%
+7.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.2% |
| 7D | +2.7% | +0.4% | +2.3% | +2.9% |
| 30D | -4.5% | -3.6% | -0.9% | -6.7% |
| 3M | -61.5% | -1.9% | -59.6% | -61.9% |
| 6M | +28.0% | -11.0% | +39.0% | +22.2% |
| YTD | +65.3% | +0.2% | +65.1% | +65.7% |
| 1Y | +113.0% | -1.3% | +114.3% | +113.5% |
| All | +43.0% | +35.9% | +7.2% | +18.6% |
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 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