+574.3%
CF vs NVS
+175.1%
+399.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -13.9% | +14.7% | +5.9% |
| 7D | -0.9% | -14.6% | +13.7% | +4.5% |
| 30D | +18.1% | -11.9% | +30.0% | +22.9% |
| 3M | +23.4% | -6.0% | +29.3% | +24.6% |
| 6M | +17.1% | -11.4% | +28.5% | +20.4% |
| YTD | +76.2% | +2.9% | +73.3% | +68.1% |
| 1Y | +62.3% | +10.2% | +52.0% | +49.1% |
| 3Y | +71.8% | +55.3% | +16.5% | +29.7% |
| 5Y | +234.6% | +89.6% | +144.9% | +118.3% |
| 10Y | +574.3% | +176.1% | +398.2% | +264.6% |
| All | +574.3% | +175.1% | +399.2% | +264.6% |
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