+913.8%
NVDA vs CFG
+100.9%
+812.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | +3.8% | +2.7% | +1.1% | +2.6% |
| 30D | +0.8% | -3.7% | +4.5% | +2.5% |
| 3M | +8.2% | +9.5% | -1.3% | +3.4% |
| 6M | +27.1% | +22.2% | +4.9% | +15.0% |
| YTD | +21.2% | +22.3% | -1.1% | +9.2% |
| 1Y | +34.3% | +39.4% | -5.2% | +13.0% |
| 3Y | +396.3% | +188.5% | +207.8% | +177.8% |
| 5Y | +913.8% | +101.5% | +812.2% | +660.9% |
| All | +913.8% | +100.9% | +812.9% | +660.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling