+214.5%
CFG vs NVDX
+815.5%
-601.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | -4.5% | +3.0% | -7.5% | -4.9% |
| 3M | +6.3% | +6.8% | -0.4% | +5.2% |
| 6M | +20.6% | +28.6% | -8.0% | +17.0% |
| YTD | +21.2% | +17.0% | +4.2% | +18.0% |
| 1Y | +38.2% | +27.0% | +11.2% | +32.8% |
| All | +214.5% | +815.5% | -601.0% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling