+44.3%
CMS vs NVDX
+423.8%
-379.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | 0.0% |
| 7D | -1.1% | -26.1% | +25.0% | -2.2% |
| 30D | +6.6% | -43.3% | +49.9% | +4.3% |
| 3M | +0.8% | -41.0% | +41.8% | -1.0% |
| 6M | -3.3% | -46.3% | +43.0% | -5.0% |
| YTD | +2.7% | -33.1% | +35.8% | +2.2% |
| 1Y | -4.0% | -40.1% | +36.1% | -4.8% |
| 3Y | +37.6% | +319.0% | -281.4% | +49.4% |
| All | +44.3% | +423.8% | -379.6% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling