+613,227.2%
NVDA vs CLF
+251.5%
+612,975.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | +5.9% | +7.6% | -1.7% | +4.1% |
| 30D | +5.1% | -1.2% | +6.3% | +5.2% |
| 3M | +5.4% | -13.4% | +18.7% | +7.6% |
| 6M | +26.0% | +15.4% | +10.6% | +19.4% |
| YTD | +23.7% | -5.9% | +29.5% | +21.4% |
| 1Y | +34.4% | +18.8% | +15.6% | +22.2% |
| 3Y | +375.8% | -19.4% | +395.2% | +346.7% |
| 5Y | +911.8% | -47.7% | +959.5% | +919.3% |
| 10Y | +14,899.8% | +130.4% | +14,769.4% | +8,758.6% |
| All | +613,227.2% | +251.5% | +612,975.7% | +209,083.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling