+10,574.6%
NVDA vs CF
+561.7%
+10,012.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | -8.8% | -3.2% | -5.6% | -8.3% |
| 30D | -21.4% | +4.3% | -25.7% | -22.4% |
| 3M | -14.7% | +2.8% | -17.5% | -15.8% |
| 6M | -10.0% | +0.6% | -10.6% | -11.3% |
| YTD | +0.3% | +56.6% | -56.3% | -13.7% |
| 1Y | -0.5% | +49.6% | -50.1% | -13.5% |
| 3Y | +309.2% | +61.5% | +247.7% | +238.5% |
| 5Y | +530.1% | +124.0% | +406.1% | +350.4% |
| All | +10,574.6% | +561.7% | +10,012.8% | +5,617.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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