+1,014.0%
CBOE vs NVS
+466.6%
+547.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.7% | -15.7% | +12.0% | +1.3% |
| 30D | +2.0% | -11.1% | +13.0% | +5.2% |
| 3M | -4.2% | -7.2% | +2.9% | -2.9% |
| 6M | +1.2% | -12.3% | +13.5% | +4.5% |
| YTD | +15.4% | +2.8% | +12.6% | +12.8% |
| 1Y | +23.5% | +11.9% | +11.6% | +16.9% |
| 3Y | +93.2% | +55.1% | +38.1% | +61.0% |
| 5Y | +142.0% | +94.1% | +47.9% | +83.9% |
| 10Y | +379.2% | +181.2% | +198.0% | +220.9% |
| All | +1,014.0% | +466.6% | +547.4% | +503.2% |
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