-39.7%
CAG vs NVS
+54.2%
-93.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -5.7% | -14.3% | +8.6% | -1.0% |
| 30D | -2.4% | -10.0% | +7.5% | +0.4% |
| 3M | +9.8% | -10.9% | +20.7% | +13.2% |
| 6M | -10.8% | -12.0% | +1.1% | -7.8% |
| YTD | -10.8% | +2.5% | -13.3% | -13.5% |
| 1Y | -19.0% | +10.7% | -29.6% | -24.0% |
| 3Y | -39.7% | +53.3% | -93.0% | -51.7% |
| All | -39.7% | +54.2% | -93.9% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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