+34.8%
CF vs NVDX
-27.2%
+62.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.2% | +1.8% | -4.9% |
| 7D | -6.9% | -14.1% | +7.2% | -8.1% |
| 30D | -3.7% | -31.3% | +27.6% | -6.6% |
| 3M | -5.0% | -16.2% | +11.2% | -5.9% |
| 6M | -10.5% | -11.9% | +1.4% | -9.7% |
| YTD | +46.5% | -9.4% | +55.9% | +51.1% |
| 1Y | +34.8% | -23.9% | +58.7% | +41.1% |
| All | +34.8% | -27.2% | +62.0% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling