+5,974.0%
NVDA vs CTVA
+208.7%
+5,765.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -5.1% | -4.5% | -0.6% | -3.6% |
| 30D | -2.5% | +11.3% | -13.8% | -6.4% |
| 3M | +6.7% | +12.3% | -5.6% | +1.0% |
| 6M | +17.6% | +7.2% | +10.4% | +13.0% |
| YTD | +17.3% | +26.0% | -8.7% | +5.5% |
| 1Y | +23.5% | +16.0% | +7.5% | +14.0% |
| 3Y | +384.6% | +73.9% | +310.7% | +266.3% |
| 5Y | +875.4% | +103.8% | +771.6% | +580.4% |
| All | +5,974.0% | +208.7% | +5,765.3% | +3,052.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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