+281.7%
NVDA vs CSGP
-59.5%
+341.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.5% | -4.4% |
| 7D | -11.6% | -1.8% | -9.8% | -11.5% |
| 30D | -22.1% | +5.3% | -27.4% | -22.4% |
| 3M | -20.1% | +3.3% | -23.4% | -20.6% |
| 6M | -16.8% | -4.7% | -12.1% | -16.5% |
| YTD | -4.0% | -53.5% | +49.6% | +9.3% |
| 1Y | -4.8% | -53.7% | +48.9% | +8.2% |
| 3Y | +281.7% | -59.7% | +341.4% | +340.0% |
| All | +281.7% | -59.5% | +341.2% | +340.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling