+65,070.2%
NVDA vs CMG
+4,006.7%
+61,063.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +3.8% | -1.5% | +5.3% | +4.4% |
| 30D | +0.8% | +12.7% | -11.9% | -4.5% |
| 3M | +8.2% | +26.3% | -18.1% | -4.2% |
| 6M | +27.1% | +4.5% | +22.6% | +20.9% |
| YTD | +21.2% | -0.1% | +21.3% | +17.1% |
| 1Y | +34.3% | -6.8% | +41.1% | +31.2% |
| 3Y | +396.3% | -5.0% | +401.2% | +370.2% |
| 5Y | +913.8% | -3.0% | +916.8% | +861.0% |
| 10Y | +14,572.5% | +323.6% | +14,248.9% | +7,449.7% |
| All | +65,070.2% | +4,006.7% | +61,063.5% | +10,875.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling