+897.6%
CCI vs NVS
+753.9%
+143.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.9% | +14.1% | +6.9% |
| 7D | +0.2% | -14.6% | +14.8% | +7.3% |
| 30D | +0.5% | -11.9% | +12.4% | +5.7% |
| 3M | -16.3% | -6.0% | -10.3% | -15.1% |
| 6M | -13.9% | -11.4% | -2.6% | -10.2% |
| YTD | -12.4% | +2.9% | -15.4% | -15.2% |
| 1Y | -15.2% | +10.2% | -25.4% | -20.9% |
| 3Y | -9.9% | +55.3% | -65.2% | -30.0% |
| 5Y | -50.8% | +89.6% | -140.5% | -65.9% |
| 10Y | +18.3% | +176.1% | -157.8% | -33.3% |
| All | +897.6% | +753.9% | +143.7% | +180.9% |
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