+375.4%
NVDA vs CF
+73.9%
+301.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +0.8% |
| 7D | +5.9% | +6.0% | -0.1% | +5.9% |
| 30D | +5.1% | +14.8% | -9.8% | +5.2% |
| 3M | +5.4% | +14.1% | -8.7% | +5.5% |
| 6M | +26.0% | +28.5% | -2.5% | +23.7% |
| YTD | +23.7% | +74.9% | -51.3% | +17.6% |
| 1Y | +34.4% | +61.7% | -27.3% | +28.7% |
| All | +375.4% | +73.9% | +301.5% | +339.3% |
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