+14,546.7%
NVDA vs CRM
+241.6%
+14,305.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -1.3% |
| 7D | -5.1% | -4.4% | -0.7% | -2.4% |
| 30D | -2.5% | +28.1% | -30.6% | -18.4% |
| 3M | +6.7% | +48.8% | -42.2% | -21.2% |
| 6M | +17.6% | +28.3% | -10.6% | -6.7% |
| YTD | +17.3% | -6.0% | +23.3% | +14.2% |
| 1Y | +23.5% | +1.4% | +22.1% | +12.1% |
| 3Y | +384.6% | +11.8% | +372.8% | +281.4% |
| 5Y | +875.4% | -2.0% | +877.4% | +735.8% |
| All | +14,546.7% | +241.6% | +14,305.1% | +4,591.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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