+43.4%
CMS vs NVDX
+376.7%
-333.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.0% | +8.4% | -1.0% |
| 7D | -1.3% | -17.5% | +16.3% | -2.0% |
| 30D | +5.3% | -49.2% | +54.5% | +2.5% |
| 3M | -0.3% | -49.3% | +49.0% | -2.8% |
| 6M | -4.0% | -52.0% | +47.9% | -6.2% |
| YTD | +2.1% | -39.1% | +41.2% | +1.2% |
| 1Y | -4.7% | -45.8% | +41.1% | -5.9% |
| 3Y | +36.8% | +281.3% | -244.5% | +48.0% |
| All | +43.4% | +376.7% | -333.3% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling