+219.6%
CFG vs NVDX
+772.1%
-552.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -0.4% | -10.2% | +9.8% | +0.3% |
| 30D | -4.6% | -7.3% | +2.7% | -4.3% |
| 3M | +6.7% | +5.5% | +1.1% | +5.7% |
| 6M | +22.1% | +18.3% | +3.8% | +19.1% |
| YTD | +23.2% | +11.4% | +11.7% | +20.3% |
| 1Y | +40.3% | +12.7% | +27.6% | +36.0% |
| All | +219.6% | +772.1% | -552.5% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling