+4,122.4%
NVDA vs CARR
+425.9%
+3,696.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.1% |
| 7D | -0.3% | +0.6% | -1.0% | -0.6% |
| 30D | +2.8% | -8.7% | +11.5% | +6.5% |
| 3M | +7.4% | -18.4% | +25.8% | +16.0% |
| 6M | +22.6% | -0.6% | +23.2% | +21.0% |
| YTD | +20.1% | +10.9% | +9.1% | +12.5% |
| 1Y | +31.2% | -7.3% | +38.5% | +32.0% |
| 3Y | +391.7% | +2.9% | +388.8% | +369.7% |
| 5Y | +911.9% | +9.6% | +902.2% | +783.8% |
| All | +4,122.4% | +425.9% | +3,696.4% | +3,753.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 all: compounded portfolio wealth divided by compounded CARR 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…
all analysis · Full analysis span regression · 6 months rolling