+31.2%
NVDA vs CFG
+38.1%
-7.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +2.8% | -4.5% | +7.4% | +3.7% |
| 3M | +7.4% | +6.3% | +1.1% | +6.0% |
| 6M | +22.6% | +20.6% | +2.0% | +16.8% |
| YTD | +20.1% | +21.2% | -1.2% | +14.9% |
| 1Y | +31.2% | +38.2% | -7.0% | +25.3% |
| All | +31.2% | +38.1% | -7.0% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling