+7,949.9%
NVDA vs CF
+485.9%
+7,464.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.7% |
| 7D | -13.2% | +10.4% | -23.5% | -15.2% |
| 30D | -23.2% | +7.6% | -30.8% | -24.7% |
| 3M | -20.0% | +5.2% | -25.2% | -21.4% |
| 6M | -20.6% | -0.1% | -20.6% | -21.6% |
| YTD | -6.6% | +61.7% | -68.3% | -20.2% |
| 1Y | -9.8% | +50.3% | -60.2% | -21.6% |
| 3Y | +260.5% | +66.0% | +194.5% | +196.6% |
| 5Y | +474.2% | +114.5% | +359.7% | +317.5% |
| 10Y | +7,949.9% | +471.5% | +7,478.4% | +4,123.2% |
| All | +7,949.9% | +485.9% | +7,464.1% | +4,123.2% |
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