+61.7%
CF vs NVS
+27.7%
+34.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.7% |
| 7D | +6.0% | +4.0% | +2.0% | +7.1% |
| 30D | +14.8% | +3.6% | +11.3% | +15.9% |
| 3M | +14.1% | +7.8% | +6.2% | +17.3% |
| 6M | +28.5% | -0.2% | +28.7% | +30.2% |
| YTD | +74.9% | +19.6% | +55.4% | +76.9% |
| 1Y | +61.7% | +28.4% | +33.3% | +64.2% |
| All | +61.7% | +27.7% | +34.0% | +64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling