+7,836.4%
NVDA vs CAG
-37.3%
+7,873.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.0% |
| 7D | -12.7% | -3.3% | -9.4% | -12.8% |
| 30D | -26.4% | +7.7% | -34.1% | -26.4% |
| 3M | -27.6% | -3.2% | -24.5% | -27.6% |
| 6M | -27.7% | +7.0% | -34.7% | -27.8% |
| YTD | -12.5% | -9.0% | -3.5% | -12.3% |
| 1Y | -12.6% | -9.6% | -3.0% | -12.4% |
| 3Y | +235.9% | -36.0% | +271.9% | +238.8% |
| 5Y | +438.2% | -40.9% | +479.1% | +442.0% |
| All | +7,836.4% | -37.3% | +7,873.7% | +7,113.6% |
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