+10,058.2%
NVDA vs CLF
+82.3%
+9,975.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.9% | -10.4% | -6.7% |
| 7D | -18.3% | -9.1% | -9.2% | -16.6% |
| 30D | -26.3% | -0.9% | -25.4% | -26.7% |
| 3M | -22.3% | +3.0% | -25.2% | -23.7% |
| 6M | -21.3% | +16.7% | -38.0% | -26.3% |
| YTD | -9.2% | -3.2% | -6.1% | -12.6% |
| 1Y | -14.9% | +24.6% | -39.6% | -23.4% |
| 3Y | +250.5% | -22.3% | +272.8% | +227.1% |
| 5Y | +475.8% | -41.2% | +517.0% | +459.8% |
| 10Y | +10,058.2% | +83.5% | +9,974.7% | +6,646.8% |
| All | +10,058.2% | +82.3% | +9,975.9% | +6,646.8% |
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