+177.2%
CEG vs NVS
+54.8%
+122.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.9% | +14.0% | -0.8% |
| 7D | +6.7% | -14.6% | +21.3% | +5.7% |
| 30D | +11.0% | -11.9% | +22.9% | +10.2% |
| 3M | +19.5% | -6.0% | +25.4% | +19.2% |
| 6M | -5.9% | -11.4% | +5.5% | -6.7% |
| YTD | -15.0% | +2.9% | -17.9% | -13.5% |
| 1Y | +0.6% | +10.2% | -9.6% | +3.6% |
| All | +177.2% | +54.8% | +122.4% | +194.9% |
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 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