+919.8%
NVDA vs CLF
-47.7%
+967.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | +5.9% | +7.6% | -1.7% | +3.8% |
| 30D | +5.1% | -1.2% | +6.3% | +5.2% |
| 3M | +5.4% | -13.4% | +18.7% | +8.3% |
| 6M | +26.0% | +15.4% | +10.6% | +18.1% |
| YTD | +23.7% | -5.9% | +29.5% | +20.8% |
| 1Y | +34.4% | +18.8% | +15.6% | +18.3% |
| 3Y | +375.8% | -19.4% | +395.2% | +335.0% |
| All | +919.8% | -47.7% | +967.6% | +967.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling