+3,275.5%
CB vs NVS
+1,297.4%
+1,978.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | +0.7% | +2.5% | -1.8% | -0.4% |
| 30D | +8.2% | +13.6% | -5.4% | +2.4% |
| 3M | +6.3% | +4.1% | +2.2% | +3.5% |
| 6M | +16.2% | +11.8% | +4.4% | +9.5% |
| YTD | +19.3% | +22.0% | -2.7% | +7.8% |
| 1Y | +29.2% | +32.3% | -3.0% | +12.6% |
| 3Y | +71.4% | +93.6% | -22.1% | +24.6% |
| 5Y | +104.2% | +136.7% | -32.5% | +34.4% |
| 10Y | +246.7% | +254.6% | -7.9% | +88.5% |
| All | +3,275.5% | +1,297.4% | +1,978.2% | +903.5% |
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