+821.9%
NVDA vs CEG
+717.3%
+104.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.0% | -1.1% |
| 7D | +5.9% | +8.0% | -2.1% | +2.7% |
| 30D | +5.1% | +12.9% | -7.9% | +0.1% |
| 3M | +5.4% | +13.2% | -7.8% | 0.0% |
| 6M | +26.0% | -7.0% | +33.0% | +27.0% |
| YTD | +23.7% | -15.0% | +38.7% | +28.2% |
| 1Y | +34.4% | -2.7% | +37.1% | +30.3% |
| 3Y | +375.8% | +184.1% | +191.7% | +177.6% |
| All | +821.9% | +717.3% | +104.6% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling