+14,551.4%
NVDA vs CLS
+2,968.1%
+11,583.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.3% |
| 7D | -4.3% | +5.0% | -9.3% | -6.3% |
| 30D | +0.5% | +4.8% | -4.3% | -2.1% |
| 3M | +9.1% | -10.4% | +19.5% | +10.5% |
| 6M | +18.5% | +20.8% | -2.4% | +2.0% |
| YTD | +17.4% | +10.0% | +7.3% | +2.8% |
| 1Y | +23.4% | +28.5% | -5.1% | -2.4% |
| 3Y | +380.6% | +1,292.2% | -911.6% | +19.0% |
| 5Y | +875.7% | +3,616.8% | -2,741.1% | +62.2% |
| All | +14,551.4% | +2,968.1% | +11,583.3% | +2,150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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