+911.9%
NVDA vs CAG
-41.8%
+953.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -1.2% |
| 7D | -0.3% | -6.6% | +6.3% | -2.4% |
| 30D | +2.8% | +2.3% | +0.5% | +3.6% |
| 3M | +7.4% | +16.3% | -8.9% | +13.3% |
| 6M | +22.6% | -16.0% | +38.6% | +17.1% |
| YTD | +20.1% | -7.7% | +27.8% | +18.8% |
| 1Y | +31.2% | -16.0% | +47.2% | +26.6% |
| 3Y | +391.7% | -37.7% | +429.4% | +342.8% |
| 5Y | +911.9% | -41.2% | +953.1% | +861.0% |
| All | +911.9% | -41.8% | +953.7% | +861.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling