+613,227.2%
NVDA vs CMS
+263.8%
+612,963.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | +5.1% | -3.6% | +8.7% | +6.4% |
| 3M | +5.4% | -1.9% | +7.3% | +5.6% |
| 6M | +26.0% | -11.0% | +37.0% | +30.2% |
| YTD | +23.7% | +0.2% | +23.5% | +22.5% |
| 1Y | +34.4% | -1.3% | +35.7% | +33.4% |
| 3Y | +375.8% | +35.9% | +339.9% | +308.6% |
| 5Y | +911.8% | +23.1% | +888.7% | +785.9% |
| 10Y | +14,899.8% | +117.9% | +14,781.9% | +10,208.1% |
| All | +613,227.2% | +263.8% | +612,963.5% | +187,632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling