+41.4%
CMS vs NVDX
+833.4%
-792.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.3% |
| 7D | +1.2% | +7.3% | -6.1% | +1.5% |
| 30D | -3.2% | -0.9% | -2.2% | -3.1% |
| 3M | -2.2% | +8.4% | -10.6% | -1.5% |
| 6M | -9.4% | +38.2% | -47.6% | -7.6% |
| YTD | +0.7% | +19.3% | -18.6% | +2.3% |
| 1Y | +0.4% | +33.3% | -32.9% | +2.8% |
| All | +41.4% | +833.4% | -792.0% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling