+911.9%
NVDA vs CLX
-37.0%
+948.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.9% |
| 7D | -0.3% | -4.9% | +4.6% | -0.4% |
| 30D | +2.8% | -15.8% | +18.6% | +2.6% |
| 3M | +7.4% | -7.9% | +15.4% | +7.3% |
| 6M | +22.6% | -19.0% | +41.7% | +22.2% |
| YTD | +20.1% | -7.9% | +28.0% | +20.0% |
| 1Y | +31.2% | -25.4% | +56.5% | +31.2% |
| 3Y | +391.7% | -35.0% | +426.7% | +390.7% |
| 5Y | +911.9% | -36.8% | +948.6% | +859.2% |
| All | +911.9% | -37.0% | +948.9% | +859.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling