+112.0%
CF vs NVS
+135.2%
-23.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -3.2% | +1.1% | -4.3% | -3.3% |
| 30D | +4.3% | +13.4% | -9.1% | +3.0% |
| 3M | +2.8% | +5.4% | -2.6% | +2.0% |
| 6M | +0.6% | +9.6% | -9.0% | -0.6% |
| YTD | +56.6% | +21.5% | +35.1% | +50.0% |
| 1Y | +49.6% | +32.3% | +17.3% | +40.4% |
| 3Y | +61.5% | +92.9% | -31.4% | +36.8% |
| All | +112.0% | +135.2% | -23.2% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling