+474.2%
NVDA vs CLS
+2,049.7%
-1,575.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.5% | -5.6% | -0.8% |
| 7D | -13.2% | +2.8% | -15.9% | -14.6% |
| 30D | -23.2% | -30.1% | +6.9% | -12.1% |
| 3M | -20.0% | -21.7% | +1.7% | -14.1% |
| 6M | -20.6% | -36.2% | +15.6% | -10.5% |
| YTD | -6.6% | -17.8% | +11.2% | -12.0% |
| 1Y | -9.8% | -26.8% | +17.0% | -12.3% |
| 3Y | +260.5% | +853.4% | -592.9% | -40.3% |
| 5Y | +474.2% | +2,005.0% | -1,530.8% | -52.2% |
| All | +474.2% | +2,049.7% | -1,575.5% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling