+795.1%
NVDA vs CEG
+703.5%
+91.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | -0.3% | +1.3% | -1.7% | -0.9% |
| 30D | +2.8% | +8.8% | -6.0% | -0.6% |
| 3M | +7.4% | +17.0% | -9.5% | +0.6% |
| 6M | +22.6% | -8.7% | +31.3% | +24.5% |
| YTD | +20.1% | -16.4% | +36.5% | +25.3% |
| 1Y | +31.2% | -1.8% | +32.9% | +26.6% |
| 3Y | +391.7% | +175.8% | +215.9% | +190.4% |
| All | +795.1% | +703.5% | +91.6% | +317.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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