+399.1%
NVDA vs CFG
+189.1%
+210.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +5.9% | +1.5% | +4.4% | +5.4% |
| 30D | +5.1% | -3.8% | +8.9% | +6.4% |
| 3M | +5.4% | +11.5% | -6.1% | +1.4% |
| 6M | +26.0% | +19.2% | +6.8% | +18.3% |
| YTD | +23.7% | +23.7% | 0.0% | +14.4% |
| 1Y | +34.4% | +38.8% | -4.5% | +19.1% |
| All | +399.1% | +189.1% | +210.0% | +267.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling