+396.3%
NVDA vs CRL
+37.9%
+358.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.4% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | +0.8% | +5.0% | -4.2% | -0.3% |
| 3M | +8.2% | +50.6% | -42.4% | -1.6% |
| 6M | +27.1% | +60.9% | -33.8% | +13.0% |
| YTD | +21.2% | +40.7% | -19.6% | +10.8% |
| 1Y | +34.3% | +73.3% | -39.0% | +15.5% |
| 3Y | +396.3% | +40.6% | +355.7% | +343.6% |
| All | +396.3% | +37.9% | +358.3% | +343.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling