-49.3%
CCI vs NVS
+92.9%
-142.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -0.3% | -14.3% | +14.0% | +4.6% |
| 30D | +2.2% | -10.0% | +12.2% | +5.0% |
| 3M | -16.9% | -10.9% | -6.0% | -14.5% |
| 6M | -11.5% | -12.0% | +0.4% | -8.7% |
| YTD | -12.8% | +2.5% | -15.4% | -15.4% |
| 1Y | -17.1% | +10.7% | -27.8% | -22.2% |
| 3Y | -9.6% | +53.3% | -62.9% | -26.4% |
| All | -49.3% | +92.9% | -142.3% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling