+7,836.4%
NVDA vs CHD
+196.1%
+7,640.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -12.7% | +3.6% | -16.4% | -13.2% |
| 30D | -26.4% | +10.4% | -36.8% | -27.6% |
| 3M | -27.6% | +12.2% | -39.8% | -29.0% |
| 6M | -27.7% | +19.9% | -47.6% | -30.0% |
| YTD | -12.5% | +36.4% | -48.9% | -17.6% |
| 1Y | -12.6% | +35.1% | -47.8% | -17.7% |
| 3Y | +235.9% | +29.2% | +206.8% | +206.1% |
| 5Y | +438.2% | +33.4% | +404.8% | +367.5% |
| All | +7,836.4% | +196.1% | +7,640.4% | +4,684.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling