+487.0%
CF vs NVS
+257.6%
+229.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.9% | +1.3% | -2.2% | -1.4% |
| 30D | +6.9% | +13.9% | -6.9% | +1.9% |
| 3M | +4.8% | +4.7% | +0.1% | +2.1% |
| 6M | +4.7% | +12.1% | -7.4% | -1.1% |
| YTD | +56.5% | +22.3% | +34.1% | +40.1% |
| 1Y | +48.4% | +33.5% | +14.9% | +27.4% |
| 3Y | +59.1% | +94.7% | -35.6% | +10.4% |
| 5Y | +109.5% | +137.6% | -28.0% | +25.6% |
| 10Y | +487.0% | +254.5% | +232.5% | +209.1% |
| All | +487.0% | +257.6% | +229.4% | +209.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling