+50,919.4%
NVDA vs CFG
+396.4%
+50,523.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +5.9% | +1.5% | +4.4% | +5.3% |
| 30D | +5.1% | -3.8% | +8.9% | +6.6% |
| 3M | +5.4% | +11.5% | -6.1% | +0.7% |
| 6M | +26.0% | +19.2% | +6.8% | +17.1% |
| YTD | +23.7% | +23.7% | 0.0% | +13.0% |
| 1Y | +34.4% | +38.8% | -4.5% | +16.8% |
| 3Y | +375.8% | +178.9% | +196.9% | +206.6% |
| 5Y | +911.8% | +101.8% | +810.0% | +636.1% |
| 10Y | +14,899.8% | +317.3% | +14,582.5% | +7,198.4% |
| All | +50,919.4% | +396.4% | +50,523.1% | +22,883.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling