+45.4%
CME vs NVDX
+774.9%
-729.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | -0.4% |
| 7D | -2.4% | -8.6% | +6.3% | -2.6% |
| 30D | +6.2% | -1.4% | +7.6% | +6.2% |
| 3M | +4.4% | +10.6% | -6.3% | +5.0% |
| 6M | -9.6% | +20.2% | -29.8% | -8.7% |
| YTD | +3.8% | +11.8% | -8.0% | +4.8% |
| 1Y | +9.5% | +12.9% | -3.4% | +10.8% |
| All | +45.4% | +774.9% | -729.4% | +51.7% |
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