+14,551.4%
NVDA vs CCL
-42.0%
+14,593.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -4.3% | -4.3% | 0.0% | -3.1% |
| 30D | +0.5% | -19.0% | +19.5% | +6.4% |
| 3M | +9.1% | -13.1% | +22.2% | +12.8% |
| 6M | +18.5% | -13.3% | +31.7% | +21.6% |
| YTD | +17.4% | -25.2% | +42.6% | +24.7% |
| 1Y | +23.4% | -27.2% | +50.6% | +31.0% |
| 3Y | +380.6% | +49.2% | +331.4% | +306.9% |
| 5Y | +875.7% | +0.4% | +875.4% | +746.2% |
| All | +14,551.4% | -42.0% | +14,593.4% | +15,851.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling