+115.5%
CAG vs NVS
+1,076.7%
-961.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -6.6% | -15.4% | +8.8% | -2.4% |
| 30D | +2.3% | -12.3% | +14.6% | +5.8% |
| 3M | +16.3% | -7.8% | +24.1% | +18.3% |
| 6M | -16.0% | -13.0% | -3.1% | -13.2% |
| YTD | -7.7% | +2.8% | -10.5% | -9.1% |
| 1Y | -16.0% | +10.6% | -26.7% | -19.1% |
| 3Y | -37.7% | +55.1% | -92.8% | -45.8% |
| 5Y | -41.2% | +91.7% | -132.9% | -52.0% |
| 10Y | -33.8% | +181.2% | -215.0% | -51.9% |
| All | +115.5% | +1,076.7% | -961.2% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling