+93.4%
CCEP vs NVDX
+772.1%
-678.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -2.8% | -10.2% | +7.4% | -2.9% |
| 30D | -4.0% | -7.3% | +3.3% | -4.0% |
| 3M | +5.2% | +5.5% | -0.3% | +5.3% |
| 6M | +2.7% | +18.3% | -15.6% | +2.7% |
| YTD | +14.5% | +11.4% | +3.1% | +14.5% |
| 1Y | +17.2% | +12.7% | +4.5% | +17.1% |
| All | +93.4% | +772.1% | -678.7% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling