+309.2%
NVDA vs CLF
-33.4%
+342.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.4% |
| 7D | -8.8% | -19.6% | +10.8% | -4.7% |
| 30D | -21.4% | -5.0% | -16.4% | -20.8% |
| 3M | -14.7% | -6.3% | -8.4% | -14.1% |
| 6M | -10.0% | +2.8% | -12.8% | -12.1% |
| YTD | +0.3% | -13.7% | +14.0% | -0.2% |
| 1Y | -0.5% | +13.6% | -14.1% | -7.0% |
| 3Y | +309.2% | -34.0% | +343.2% | +298.3% |
| All | +309.2% | -33.4% | +342.6% | +298.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling