+7,725.7%
NVDA vs CNP
+143.5%
+7,582.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.5% | -5.8% |
| 7D | -18.3% | -3.0% | -15.3% | -17.4% |
| 30D | -26.3% | +6.8% | -33.2% | -27.9% |
| 3M | -22.3% | +3.6% | -25.9% | -23.3% |
| 6M | -21.3% | 0.0% | -21.3% | -21.7% |
| YTD | -9.2% | +9.4% | -18.6% | -12.8% |
| 1Y | -14.9% | +6.8% | -21.8% | -17.7% |
| 3Y | +250.5% | +64.2% | +186.3% | +181.1% |
| 5Y | +475.8% | +76.0% | +399.8% | +346.6% |
| All | +7,725.7% | +143.5% | +7,582.1% | +5,245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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