+14,981.8%
NVDA vs CF
+575.3%
+14,406.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.5% |
| 7D | +5.9% | +6.0% | -0.1% | +4.5% |
| 30D | +5.1% | +14.8% | -9.8% | +1.6% |
| 3M | +5.4% | +14.1% | -8.7% | +1.8% |
| 6M | +26.0% | +28.5% | -2.5% | +15.6% |
| YTD | +23.7% | +74.9% | -51.3% | +4.4% |
| 1Y | +34.4% | +61.7% | -27.3% | +15.4% |
| 3Y | +375.8% | +80.3% | +295.5% | +285.1% |
| 5Y | +911.8% | +226.0% | +685.8% | +551.9% |
| All | +14,981.8% | +575.3% | +14,406.5% | +7,684.5% |
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