+508.6%
NVDA vs CSGP
-63.4%
+572.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.7% | +7.5% | +4.3% |
| 7D | -8.8% | +1.3% | -10.1% | -9.4% |
| 30D | -21.4% | +10.7% | -32.1% | -25.5% |
| 3M | -14.7% | +3.3% | -18.0% | -18.1% |
| 6M | -10.0% | -10.3% | +0.3% | -9.8% |
| YTD | +0.3% | -54.6% | +54.9% | +34.9% |
| 1Y | -0.5% | -54.6% | +54.1% | +33.1% |
| 3Y | +309.2% | -60.3% | +369.5% | +443.2% |
| All | +508.6% | -63.4% | +572.0% | +801.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling