+235.9%
NVDA vs CF
+68.9%
+167.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.7% | +4.8% | -17.5% | -12.6% |
| 30D | -26.4% | +4.7% | -31.1% | -26.2% |
| 3M | -27.6% | +7.4% | -35.1% | -27.4% |
| 6M | -27.7% | +0.6% | -28.3% | -27.5% |
| YTD | -12.5% | +64.1% | -76.6% | -17.1% |
| 1Y | -12.6% | +51.4% | -64.0% | -16.4% |
| 3Y | +235.9% | +67.8% | +168.1% | +204.2% |
| All | +235.9% | +68.9% | +167.0% | +204.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling