+62.3%
CF vs NVS
+10.4%
+51.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -13.9% | +14.7% | -2.0% |
| 7D | -0.9% | -14.6% | +13.7% | -3.8% |
| 30D | +18.1% | -11.9% | +30.0% | +15.4% |
| 3M | +23.4% | -6.0% | +29.3% | +24.3% |
| 6M | +17.1% | -11.4% | +28.5% | +15.9% |
| YTD | +76.2% | +2.9% | +73.3% | +73.5% |
| 1Y | +62.3% | +10.2% | +52.0% | +60.4% |
| All | +62.3% | +10.4% | +51.9% | +60.4% |
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