+71.4%
CB vs NVS
+93.6%
-22.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | +0.7% | +2.5% | -1.8% | +0.1% |
| 30D | +8.2% | +13.6% | -5.4% | +4.8% |
| 3M | +6.3% | +4.1% | +2.2% | +4.8% |
| 6M | +16.2% | +11.8% | +4.4% | +12.1% |
| YTD | +19.3% | +22.0% | -2.7% | +12.2% |
| 1Y | +29.2% | +32.3% | -3.0% | +18.5% |
| 3Y | +71.4% | +93.6% | -22.1% | +40.5% |
| All | +71.4% | +93.6% | -22.2% | +40.5% |
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 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