+913.8%
NVDA vs CME
+77.1%
+836.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | +3.8% | -2.9% | +6.7% | +4.3% |
| 30D | +0.8% | +5.5% | -4.7% | -0.3% |
| 3M | +8.2% | +11.0% | -2.8% | +5.9% |
| 6M | +27.1% | -9.7% | +36.8% | +29.8% |
| YTD | +21.2% | +4.9% | +16.3% | +18.5% |
| 1Y | +34.3% | +10.1% | +24.2% | +29.0% |
| 3Y | +396.3% | +53.5% | +342.7% | +287.0% |
| 5Y | +913.8% | +77.2% | +836.6% | +600.0% |
| All | +913.8% | +77.1% | +836.6% | +600.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling