+258.4%
NVDA vs CEG
+130.7%
+127.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.9% |
| 7D | -13.2% | +11.8% | -25.0% | -16.9% |
| 30D | -23.2% | -6.5% | -16.7% | -21.6% |
| 3M | -20.0% | -1.2% | -18.9% | -20.5% |
| 6M | -20.6% | -8.0% | -12.6% | -19.7% |
| YTD | -6.6% | -21.9% | +15.3% | -1.0% |
| 1Y | -9.8% | -21.4% | +11.6% | -5.0% |
| All | +258.4% | +130.7% | +127.7% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling