+5,331.8%
CF vs NVS
+651.1%
+4,680.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -3.2% | +1.1% | -4.3% | -3.9% |
| 30D | +4.3% | +13.4% | -9.1% | -2.9% |
| 3M | +2.8% | +5.4% | -2.6% | -1.7% |
| 6M | +0.6% | +9.6% | -9.0% | -6.5% |
| YTD | +56.6% | +21.5% | +35.1% | +34.7% |
| 1Y | +49.6% | +32.3% | +17.3% | +22.0% |
| 3Y | +61.5% | +92.9% | -31.4% | +1.3% |
| 5Y | +124.0% | +134.3% | -10.4% | +20.1% |
| 10Y | +573.2% | +272.3% | +300.9% | +158.0% |
| All | +5,331.8% | +651.1% | +4,680.8% | +1,137.1% |
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