+7,836.4%
NVDA vs CCJ
+765.4%
+7,071.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -12.7% | -0.8% | -11.9% | -12.6% |
| 30D | -26.4% | -13.2% | -13.2% | -22.8% |
| 3M | -27.6% | -27.6% | 0.0% | -19.5% |
| 6M | -27.7% | -38.7% | +11.0% | -15.4% |
| YTD | -12.5% | -22.7% | +10.2% | -6.9% |
| 1Y | -12.6% | -17.6% | +4.9% | -9.3% |
| 3Y | +235.9% | +62.7% | +173.3% | +167.2% |
| 5Y | +438.2% | +159.7% | +278.5% | +254.8% |
| All | +7,836.4% | +765.4% | +7,071.1% | +3,280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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