+14,551.4%
NVDA vs CME
+280.4%
+14,271.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -4.3% | -2.4% | -1.9% | -3.5% |
| 30D | +0.5% | +6.2% | -5.7% | -1.6% |
| 3M | +9.1% | +4.4% | +4.7% | +7.0% |
| 6M | +18.5% | -9.6% | +28.1% | +21.5% |
| YTD | +17.4% | +3.8% | +13.6% | +13.9% |
| 1Y | +23.4% | +9.5% | +13.9% | +16.9% |
| 3Y | +380.6% | +51.9% | +328.7% | +282.0% |
| 5Y | +875.7% | +78.7% | +797.0% | +622.2% |
| All | +14,551.4% | +280.4% | +14,271.0% | +10,706.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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