-7.8%
NVTS vs CMS
+32.1%
-39.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.2% |
| 7D | +2.7% | +0.4% | +2.3% | +2.8% |
| 30D | -4.5% | -3.6% | -0.9% | -5.7% |
| 3M | -61.5% | -1.9% | -59.6% | -61.7% |
| 6M | +28.0% | -11.0% | +39.0% | +24.8% |
| YTD | +65.3% | +0.2% | +65.1% | +65.4% |
| 1Y | +113.0% | -1.3% | +114.3% | +113.0% |
| 3Y | +34.7% | +35.9% | -1.2% | +32.5% |
| All | -7.8% | +32.1% | -39.9% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling