+189.0%
CDE vs NVS
+92.9%
+96.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -3.1% | -14.3% | +11.2% | +5.1% |
| 30D | +9.5% | -10.0% | +19.4% | +15.0% |
| 3M | +25.5% | -10.9% | +36.4% | +32.1% |
| 6M | -7.9% | -12.0% | +4.1% | -2.1% |
| YTD | +15.6% | +2.5% | +13.0% | +11.8% |
| 1Y | +34.0% | +10.7% | +23.4% | +23.3% |
| 3Y | +791.9% | +53.3% | +738.6% | +531.7% |
| All | +189.0% | +92.9% | +96.0% | +54.3% |
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 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