-12.6%
NVDA vs CAG
-9.3%
-3.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -1.5% |
| 7D | -12.7% | -3.3% | -9.4% | -13.9% |
| 30D | -26.4% | +7.7% | -34.1% | -24.0% |
| 3M | -27.6% | -3.2% | -24.5% | -27.7% |
| 6M | -27.7% | +7.0% | -34.7% | -24.9% |
| YTD | -12.5% | -9.0% | -3.5% | -13.9% |
| 1Y | -12.6% | -9.6% | -3.0% | -14.7% |
| All | -12.6% | -9.3% | -3.3% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling