+919.8%
NVDA vs CP
+32.0%
+887.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +5.9% | -2.7% | +8.6% | +7.7% |
| 30D | +5.1% | +0.2% | +4.9% | +4.8% |
| 3M | +5.4% | +2.6% | +2.8% | +2.9% |
| 6M | +26.0% | +6.0% | +20.0% | +19.8% |
| YTD | +23.7% | +24.9% | -1.3% | +3.8% |
| 1Y | +34.4% | +20.1% | +14.3% | +15.4% |
| 3Y | +375.8% | +16.4% | +359.4% | +307.3% |
| All | +919.8% | +32.0% | +887.8% | +669.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling