+7,836.4%
NVDA vs CLX
+32.0%
+7,804.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -12.7% | +9.5% | -22.3% | -13.6% |
| 30D | -26.4% | +30.7% | -57.1% | -28.5% |
| 3M | -27.6% | +4.2% | -31.9% | -28.0% |
| 6M | -27.7% | +22.1% | -49.8% | -29.5% |
| YTD | -12.5% | +14.1% | -26.6% | -14.2% |
| 1Y | -12.6% | +10.3% | -23.0% | -14.1% |
| 3Y | +235.9% | -7.8% | +243.7% | +232.5% |
| 5Y | +438.2% | -20.8% | +459.1% | +437.5% |
| All | +7,836.4% | +32.0% | +7,804.4% | +6,425.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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