+7,949.9%
NVDA vs CB
+248.4%
+7,701.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.8% |
| 7D | -13.2% | -1.0% | -12.2% | -13.0% |
| 30D | -23.2% | +7.3% | -30.6% | -24.9% |
| 3M | -20.0% | +7.0% | -27.1% | -21.9% |
| 6M | -20.6% | +16.3% | -37.0% | -25.0% |
| YTD | -6.6% | +19.7% | -26.4% | -13.1% |
| 1Y | -9.8% | +27.8% | -37.6% | -18.1% |
| 3Y | +260.5% | +72.0% | +188.5% | +180.0% |
| 5Y | +474.2% | +104.9% | +369.3% | +308.7% |
| 10Y | +7,949.9% | +246.7% | +7,703.2% | +4,699.1% |
| All | +7,949.9% | +248.4% | +7,701.5% | +4,699.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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