-11.7%
CCI vs NVS
+54.6%
-66.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.4% | -15.7% | +11.3% | +0.5% |
| 30D | +0.3% | -11.1% | +11.4% | +3.2% |
| 3M | -20.0% | -7.2% | -12.8% | -19.3% |
| 6M | -14.5% | -12.3% | -2.2% | -11.9% |
| YTD | -14.9% | +2.8% | -17.6% | -17.6% |
| 1Y | -17.7% | +11.9% | -29.6% | -23.2% |
| All | -11.7% | +54.6% | -66.3% | -27.3% |
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