+7,999.2%
NVDA vs CRL
+354.1%
+7,645.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -8.5% | +8.9% | -17.4% | -12.4% |
| 30D | -27.3% | +14.0% | -41.3% | -32.2% |
| 3M | -25.8% | +19.8% | -45.6% | -32.7% |
| 6M | -24.6% | +102.0% | -126.6% | -48.1% |
| YTD | -10.7% | +70.8% | -81.5% | -34.9% |
| 1Y | -14.0% | +98.7% | -112.8% | -42.4% |
| 3Y | +244.9% | +98.2% | +146.7% | +100.2% |
| 5Y | +449.3% | -11.7% | +461.0% | +434.8% |
| All | +7,999.2% | +354.1% | +7,645.2% | +2,772.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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