-20.6%
NVDA vs CME
+13.4%
-34.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +3.5% |
| 7D | -13.2% | +2.5% | -15.7% | -12.5% |
| 30D | -23.2% | +13.9% | -37.2% | -20.1% |
| 3M | -20.0% | +22.4% | -42.4% | -15.6% |
| 6M | -20.6% | +12.9% | -33.5% | -20.2% |
| All | -20.6% | +13.4% | -34.0% | -20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling