-4.7%
CMS vs NVDX
-46.8%
+42.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.0% | +8.4% | -1.0% |
| 7D | -1.3% | -17.5% | +16.3% | -2.1% |
| 30D | +5.3% | -49.2% | +54.5% | +2.0% |
| 3M | -0.3% | -49.3% | +49.0% | -3.3% |
| 6M | -4.0% | -52.0% | +47.9% | -6.2% |
| YTD | +2.1% | -39.1% | +41.2% | +0.6% |
| 1Y | -4.7% | -45.8% | +41.1% | -7.0% |
| All | -4.7% | -46.8% | +42.1% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling