+14,572.5%
NVDA vs CMS
+117.1%
+14,455.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | +3.8% | +1.2% | +2.6% | +3.6% |
| 30D | +0.8% | -3.2% | +3.9% | +1.3% |
| 3M | +8.2% | -2.2% | +10.4% | +8.3% |
| 6M | +27.1% | -9.4% | +36.5% | +28.7% |
| YTD | +21.2% | +0.7% | +20.5% | +20.4% |
| 1Y | +34.3% | +0.4% | +33.9% | +33.2% |
| 3Y | +396.3% | +35.2% | +361.1% | +345.3% |
| 5Y | +913.8% | +24.1% | +889.7% | +820.0% |
| 10Y | +14,572.5% | +115.8% | +14,456.7% | +11,134.2% |
| All | +14,572.5% | +117.1% | +14,455.4% | +11,134.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling