+47.0%
CME vs NVDX
+833.4%
-786.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.2% |
| 7D | -2.9% | +7.3% | -10.2% | -2.6% |
| 30D | +5.5% | -0.9% | +6.4% | +5.6% |
| 3M | +11.0% | +8.4% | +2.6% | +11.5% |
| 6M | -9.7% | +38.2% | -47.9% | -8.4% |
| YTD | +4.9% | +19.3% | -14.4% | +6.1% |
| 1Y | +10.1% | +33.3% | -23.2% | +11.9% |
| All | +47.0% | +833.4% | -786.4% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling