+474.2%
NVDA vs CME
+75.9%
+398.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.6% |
| 7D | -13.2% | +2.5% | -15.7% | -13.4% |
| 30D | -23.2% | +13.9% | -37.2% | -24.6% |
| 3M | -20.0% | +22.4% | -42.4% | -22.4% |
| 6M | -20.6% | +12.9% | -33.5% | -22.0% |
| YTD | -6.6% | +19.6% | -26.2% | -10.2% |
| 1Y | -9.8% | +17.7% | -27.5% | -12.9% |
| 3Y | +260.5% | +65.3% | +195.2% | +190.7% |
| 5Y | +474.2% | +75.1% | +399.0% | +326.5% |
| All | +474.2% | +75.9% | +398.3% | +326.5% |
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