+37,347.1%
NVDA vs CFG
+358.2%
+36,988.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -5.3% |
| 7D | -18.3% | +0.7% | -19.0% | -18.5% |
| 30D | -26.3% | +2.8% | -29.1% | -27.1% |
| 3M | -22.3% | -10.1% | -12.2% | -19.2% |
| 6M | -21.3% | +3.2% | -24.5% | -22.8% |
| YTD | -9.2% | +14.2% | -23.4% | -14.7% |
| 1Y | -14.9% | +27.4% | -42.4% | -23.5% |
| 3Y | +250.5% | +187.6% | +62.9% | +123.5% |
| 5Y | +475.8% | +65.7% | +410.1% | +350.7% |
| 10Y | +10,058.2% | +219.7% | +9,838.6% | +5,446.2% |
| All | +37,347.1% | +358.2% | +36,988.9% | +17,257.7% |
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