Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NVDA vs CP✓SelectedUSD · CPNVDA vs CP performance historyLatest closeAs of+0.84%09/04
Stock and ETF performance explorer

NVDA vs CP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+613,227.2%
CP return
+6,628.1%
Excess return
+606,599.1%
Maximum drawdown
-89.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCPExcessAlpha
1D+0.8%+0.3%+0.5%+0.6%
7D+5.9%-2.7%+8.6%+7.5%
30D+5.1%+0.2%+4.9%+4.8%
3M+5.4%+2.6%+2.8%+3.3%
6M+26.0%+6.0%+20.0%+20.7%
YTD+23.7%+24.9%-1.3%+6.8%
1Y+34.4%+20.1%+14.3%+18.3%
3Y+375.8%+16.4%+359.4%+320.6%
5Y+911.8%+31.7%+880.0%+738.9%
10Y+14,899.8%+223.9%+14,675.9%+7,246.7%
All+613,227.2%+6,628.1%+606,599.1%+71,026.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling