+444.8%
NVDA vs CTVA
+34.7%
+410.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.6% |
| 7D | -12.7% | -20.8% | +8.0% | -8.9% |
| 30D | -26.4% | -29.6% | +3.2% | -21.1% |
| 3M | -27.6% | -16.9% | -10.7% | -25.9% |
| 6M | -27.7% | -24.3% | -3.5% | -24.7% |
| YTD | -12.5% | -5.6% | -6.9% | -15.4% |
| 1Y | -12.6% | -4.2% | -8.5% | -16.0% |
| 3Y | +235.9% | +43.3% | +192.7% | +170.1% |
| All | +444.8% | +34.7% | +410.1% | +320.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling