+34.4%
NVDA vs CCL
-23.9%
+58.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.9% | -5.0% | +10.9% | +6.8% |
| 30D | +5.1% | -20.3% | +25.4% | +9.1% |
| 3M | +5.4% | -15.1% | +20.5% | +8.3% |
| 6M | +26.0% | -15.1% | +41.1% | +27.8% |
| YTD | +23.7% | -21.8% | +45.5% | +26.0% |
| 1Y | +34.4% | -24.8% | +59.2% | +36.6% |
| All | +34.4% | -23.9% | +58.3% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling