+235.9%
NVDA vs CB
+74.1%
+161.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -1.5% |
| 7D | -12.7% | +2.9% | -15.7% | -11.6% |
| 30D | -26.4% | +7.3% | -33.7% | -24.0% |
| 3M | -27.6% | +9.4% | -37.0% | -24.5% |
| 6M | -27.7% | +19.6% | -47.4% | -21.5% |
| YTD | -12.5% | +21.5% | -34.0% | -4.2% |
| 1Y | -12.6% | +28.0% | -40.6% | -2.8% |
| 3Y | +235.9% | +74.9% | +161.1% | +286.6% |
| All | +235.9% | +74.1% | +161.8% | +286.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling