+15,200.7%
NVDA vs CFG
+308.1%
+14,892.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +2.8% | -4.5% | +7.4% | +4.6% |
| 3M | +7.4% | +6.3% | +1.1% | +4.7% |
| 6M | +22.6% | +20.6% | +2.0% | +13.6% |
| YTD | +20.1% | +21.2% | -1.2% | +10.7% |
| 1Y | +31.2% | +38.2% | -7.0% | +14.5% |
| 3Y | +391.7% | +185.9% | +205.8% | +216.5% |
| 5Y | +911.9% | +97.0% | +814.9% | +648.5% |
| 10Y | +15,200.7% | +306.8% | +14,893.9% | +8,687.7% |
| All | +15,200.7% | +308.1% | +14,892.6% | +8,687.7% |
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