+235.9%
NVDA vs CL
+40.9%
+195.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -1.1% |
| 7D | -12.7% | +3.2% | -16.0% | -11.2% |
| 30D | -26.4% | +8.0% | -34.5% | -23.0% |
| 3M | -27.6% | +7.9% | -35.5% | -24.2% |
| 6M | -27.7% | +14.7% | -42.5% | -21.5% |
| YTD | -12.5% | +29.2% | -41.6% | +2.1% |
| 1Y | -12.6% | +29.5% | -42.2% | +2.3% |
| 3Y | +235.9% | +40.7% | +195.3% | +289.5% |
| All | +235.9% | +40.9% | +195.0% | +289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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