+399.1%
NVDA vs CAPR
+56.4%
+342.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +5.9% | -2.0% | +7.9% | +5.9% |
| 30D | +5.1% | +139.2% | -134.1% | +4.3% |
| 3M | +5.4% | -66.4% | +71.7% | +5.7% |
| 6M | +26.0% | -63.1% | +89.1% | +26.3% |
| YTD | +23.7% | -67.4% | +91.1% | +24.0% |
| 1Y | +34.4% | +58.2% | -23.9% | +31.5% |
| All | +399.1% | +56.4% | +342.7% | +369.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling