+242.8%
NVDA vs CRL
+99.6%
+143.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -8.5% | +8.9% | -17.4% | -10.3% |
| 30D | -27.3% | +14.0% | -41.3% | -29.4% |
| 3M | -25.8% | +19.8% | -45.6% | -28.8% |
| 6M | -24.6% | +102.0% | -126.6% | -35.9% |
| YTD | -10.7% | +70.8% | -81.5% | -21.8% |
| 1Y | -14.0% | +98.7% | -112.8% | -27.6% |
| All | +242.8% | +99.6% | +143.3% | +192.2% |
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