+7,999.2%
NVDA vs CSGP
+61.2%
+7,938.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.1% |
| 7D | -8.5% | -6.1% | -2.4% | -5.9% |
| 30D | -27.3% | +0.3% | -27.6% | -29.1% |
| 3M | -25.8% | -1.3% | -24.4% | -28.3% |
| 6M | -24.6% | -8.9% | -15.6% | -25.8% |
| YTD | -10.7% | -55.2% | +44.6% | +26.9% |
| 1Y | -14.0% | -56.4% | +42.3% | +23.3% |
| 3Y | +244.9% | -62.2% | +307.1% | +401.4% |
| 5Y | +449.3% | -63.7% | +512.9% | +699.9% |
| All | +7,999.2% | +61.2% | +7,938.0% | +3,800.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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