+1.4%
CRM vs NVDX
+9.6%
-8.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | -4.4% | -10.2% | +5.8% | -3.7% |
| 30D | +28.1% | -7.3% | +35.5% | +27.7% |
| 3M | +48.8% | +5.5% | +43.3% | +48.2% |
| 6M | +28.3% | +18.3% | +10.0% | +26.8% |
| YTD | -6.0% | +11.4% | -17.5% | -7.1% |
| 1Y | +1.4% | +12.7% | -11.2% | +0.6% |
| All | +1.4% | +9.6% | -8.2% | +0.6% |
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 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