+14,572.5%
NVDA vs CLF
+108.7%
+14,463.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | +3.8% | +6.5% | -2.7% | +2.2% |
| 30D | +0.8% | +0.2% | +0.5% | +0.6% |
| 3M | +8.2% | -3.1% | +11.3% | +7.7% |
| 6M | +27.1% | +25.0% | +2.1% | +18.0% |
| YTD | +21.2% | -7.5% | +28.6% | +19.3% |
| 1Y | +34.3% | +11.5% | +22.8% | +23.6% |
| 3Y | +396.3% | -13.7% | +409.9% | +354.7% |
| 5Y | +913.8% | -47.0% | +960.8% | +914.5% |
| 10Y | +14,572.5% | +116.3% | +14,456.2% | +9,232.8% |
| All | +14,572.5% | +108.7% | +14,463.8% | +9,232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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