+5,967.0%
CF vs NVS
+639.2%
+5,327.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.2% |
| 7D | +6.0% | +4.0% | +2.0% | +3.7% |
| 30D | +14.8% | +3.6% | +11.3% | +12.4% |
| 3M | +14.1% | +7.8% | +6.2% | +8.6% |
| 6M | +28.5% | -0.2% | +28.7% | +26.3% |
| YTD | +74.9% | +19.6% | +55.4% | +53.9% |
| 1Y | +61.7% | +28.4% | +33.3% | +35.5% |
| 3Y | +80.3% | +76.2% | +4.1% | +21.1% |
| 5Y | +226.0% | +111.1% | +114.9% | +89.6% |
| 10Y | +569.9% | +224.3% | +345.6% | +185.6% |
| All | +5,967.0% | +639.2% | +5,327.7% | +1,313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling