+235.9%
NVDA vs CP
+36.4%
+199.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -12.7% | +2.1% | -14.9% | -13.6% |
| 30D | -26.4% | +9.3% | -35.7% | -29.4% |
| 3M | -27.6% | +0.5% | -28.1% | -28.0% |
| 6M | -27.7% | +10.4% | -38.1% | -31.5% |
| YTD | -12.5% | +28.7% | -41.2% | -23.8% |
| 1Y | -12.6% | +33.2% | -45.8% | -25.6% |
| 3Y | +235.9% | +38.4% | +197.5% | +212.6% |
| All | +235.9% | +36.4% | +199.5% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling