+258.4%
NVDA vs CLS
+852.3%
-593.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.5% | -5.6% | -0.3% |
| 7D | -13.2% | +2.8% | -15.9% | -14.3% |
| 30D | -23.2% | -30.1% | +6.9% | -13.7% |
| 3M | -20.0% | -21.7% | +1.7% | -14.8% |
| 6M | -20.6% | -36.2% | +15.6% | -11.6% |
| YTD | -6.6% | -17.8% | +11.2% | -10.8% |
| 1Y | -9.8% | -26.8% | +17.0% | -11.3% |
| All | +258.4% | +852.3% | -593.9% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling