+10,310.1%
NVDA vs CMS
+127.7%
+10,182.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.3% |
| 7D | -11.6% | -0.9% | -10.7% | -11.5% |
| 30D | -22.1% | +7.1% | -29.1% | -22.8% |
| 3M | -20.1% | -1.3% | -18.8% | -20.0% |
| 6M | -16.8% | -2.7% | -14.1% | -16.7% |
| YTD | -4.0% | +2.6% | -6.6% | -4.9% |
| 1Y | -4.8% | -2.0% | -2.8% | -5.0% |
| 3Y | +281.7% | +39.6% | +242.1% | +242.0% |
| 5Y | +485.4% | +35.3% | +450.0% | +418.6% |
| 10Y | +10,310.1% | +132.3% | +10,177.7% | +8,273.9% |
| All | +10,310.1% | +127.7% | +10,182.4% | +8,273.9% |
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