+508.6%
NVDA vs CP
+24.4%
+484.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.9% |
| 7D | -8.8% | +2.8% | -11.6% | -10.6% |
| 30D | -21.4% | +10.2% | -31.6% | -26.6% |
| 3M | -14.7% | +2.4% | -17.0% | -16.5% |
| 6M | -10.0% | +7.7% | -17.7% | -15.6% |
| YTD | +0.3% | +26.0% | -25.7% | -17.0% |
| 1Y | -0.5% | +34.6% | -35.2% | -22.0% |
| 3Y | +309.2% | +26.7% | +282.5% | +221.9% |
| All | +508.6% | +24.4% | +484.2% | +379.0% |
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