+508.6%
NVDA vs CFG
+61.2%
+447.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.2% |
| 7D | -8.8% | -0.9% | -7.9% | -8.4% |
| 30D | -21.4% | +1.1% | -22.5% | -21.8% |
| 3M | -14.7% | -12.0% | -2.7% | -9.7% |
| 6M | -10.0% | -2.2% | -7.8% | -9.9% |
| YTD | +0.3% | +11.4% | -11.1% | -6.2% |
| 1Y | -0.5% | +27.8% | -28.4% | -13.2% |
| 3Y | +309.2% | +173.3% | +135.9% | +127.5% |
| All | +508.6% | +61.2% | +447.3% | +388.6% |
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