+14,546.7%
NVDA vs CMG
+327.5%
+14,219.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.1% | -2.1% | -3.1% | -4.2% |
| 30D | -2.5% | +10.9% | -13.4% | -7.5% |
| 3M | +6.7% | +15.8% | -9.2% | -3.1% |
| 6M | +17.6% | +6.9% | +10.7% | +9.9% |
| YTD | +17.3% | -2.2% | +19.5% | +14.0% |
| 1Y | +23.5% | -7.1% | +30.6% | +20.3% |
| 3Y | +384.6% | -7.1% | +391.7% | +354.5% |
| 5Y | +875.4% | -4.8% | +880.2% | +789.1% |
| All | +14,546.7% | +327.5% | +14,219.2% | +8,413.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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