+7,999.2%
NVDA vs CFG
+214.3%
+7,785.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | -8.5% | +1.6% | -10.1% | -9.1% |
| 30D | -27.3% | +3.3% | -30.6% | -28.2% |
| 3M | -25.8% | -11.5% | -14.2% | -22.4% |
| 6M | -24.6% | +6.2% | -30.8% | -26.7% |
| YTD | -10.7% | +14.3% | -24.9% | -16.0% |
| 1Y | -14.0% | +26.7% | -40.8% | -22.4% |
| 3Y | +244.9% | +187.8% | +57.1% | +121.3% |
| 5Y | +449.3% | +61.3% | +388.0% | +335.1% |
| All | +7,999.2% | +214.3% | +7,785.0% | +5,463.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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