+235.9%
NVDA vs CCL
+136.4%
+99.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -12.7% | -1.2% | -11.6% | -12.5% |
| 30D | -26.4% | +13.1% | -39.5% | -29.4% |
| 3M | -27.6% | +3.4% | -31.0% | -28.8% |
| 6M | -27.7% | +18.7% | -46.4% | -32.6% |
| YTD | -12.5% | -2.3% | -10.2% | -14.3% |
| 1Y | -12.6% | +14.2% | -26.8% | -19.9% |
| 3Y | +235.9% | +133.6% | +102.4% | +149.2% |
| All | +235.9% | +136.4% | +99.6% | +149.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling