+10,310.1%
NVDA vs CLF
+92.7%
+10,217.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.0% | -11.3% | -6.0% |
| 7D | -11.6% | -14.1% | +2.5% | -8.4% |
| 30D | -22.1% | -5.5% | -16.5% | -21.5% |
| 3M | -20.1% | 0.0% | -20.1% | -21.0% |
| 6M | -16.8% | +11.3% | -28.0% | -21.1% |
| YTD | -4.0% | -7.7% | +3.7% | -6.3% |
| 1Y | -4.8% | +17.5% | -22.4% | -12.9% |
| 3Y | +281.7% | -25.4% | +307.1% | +260.2% |
| 5Y | +485.4% | -46.0% | +531.3% | +480.9% |
| 10Y | +10,310.1% | +80.1% | +10,230.0% | +7,068.6% |
| All | +10,310.1% | +92.7% | +10,217.4% | +7,068.6% |
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