+14,551.4%
NVDA vs CAG
-35.7%
+14,587.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.2% |
| 7D | -4.3% | -5.9% | +1.6% | -4.1% |
| 30D | +0.5% | -1.5% | +2.0% | +0.5% |
| 3M | +9.1% | +11.5% | -2.4% | +8.5% |
| 6M | +18.5% | -15.7% | +34.1% | +19.4% |
| YTD | +17.4% | -10.2% | +27.6% | +17.7% |
| 1Y | +23.4% | -18.1% | +41.5% | +24.5% |
| 3Y | +380.6% | -39.4% | +420.0% | +390.2% |
| 5Y | +875.7% | -42.6% | +918.3% | +889.3% |
| All | +14,551.4% | -35.7% | +14,587.1% | +13,349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling