+467.4%
CF vs NVS
+256.1%
+211.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | +4.8% | +2.5% | +2.2% | +3.7% |
| 30D | +9.7% | +13.6% | -3.9% | +4.6% |
| 3M | +1.2% | +4.1% | -2.9% | -1.2% |
| 6M | +7.4% | +11.8% | -4.4% | +1.5% |
| YTD | +60.5% | +22.0% | +38.5% | +43.8% |
| 1Y | +50.7% | +32.3% | +18.5% | +29.8% |
| 3Y | +64.8% | +93.6% | -28.8% | +14.5% |
| 5Y | +115.8% | +136.7% | -20.9% | +29.3% |
| All | +467.4% | +256.1% | +211.3% | +203.2% |
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 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