-26.7%
NVTS vs CMS
+35.8%
-62.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.0% |
| 7D | +9.6% | +0.5% | +9.1% | +9.7% |
| 30D | -13.0% | +7.4% | -20.4% | -10.5% |
| 3M | -28.8% | +1.9% | -30.6% | -28.1% |
| 6M | -48.5% | -2.3% | -46.1% | -48.4% |
| YTD | +31.4% | +3.0% | +28.4% | +33.2% |
| 1Y | -2.3% | -2.8% | +0.5% | -1.9% |
| 3Y | +49.8% | +37.9% | +11.9% | +49.3% |
| 5Y | -43.2% | +34.0% | -77.1% | -42.0% |
| All | -26.7% | +35.8% | -62.5% | -25.7% |
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