+913.8%
NVDA vs CRL
-37.4%
+951.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.1% |
| 7D | +3.8% | -0.6% | +4.4% | +4.0% |
| 30D | +0.8% | +5.0% | -4.2% | -1.0% |
| 3M | +8.2% | +50.6% | -42.4% | -7.4% |
| 6M | +27.1% | +60.9% | -33.8% | +4.6% |
| YTD | +21.2% | +40.7% | -19.6% | +4.2% |
| 1Y | +34.3% | +73.3% | -39.0% | +4.7% |
| 3Y | +396.3% | +40.6% | +355.7% | +289.1% |
| 5Y | +913.8% | -37.0% | +950.8% | +1,054.5% |
| All | +913.8% | -37.4% | +951.2% | +1,054.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling