+235.9%
NVDA vs CLX
-6.4%
+242.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -1.8% |
| 7D | -12.7% | +9.5% | -22.3% | -11.5% |
| 30D | -26.4% | +30.7% | -57.1% | -23.5% |
| 3M | -27.6% | +4.2% | -31.9% | -26.8% |
| 6M | -27.7% | +22.1% | -49.8% | -25.2% |
| YTD | -12.5% | +14.1% | -26.6% | -9.7% |
| 1Y | -12.6% | +10.3% | -23.0% | -10.3% |
| 3Y | +235.9% | -7.8% | +243.7% | +240.2% |
| All | +235.9% | -6.4% | +242.3% | +240.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling