+208.5%
CFG vs NVS
+260.1%
-51.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.5% |
| 7D | +3.2% | -1.3% | +4.5% | +3.8% |
| 30D | +5.1% | +9.3% | -4.1% | +0.9% |
| 3M | -11.2% | +5.8% | -17.0% | -14.5% |
| 6M | +9.6% | +7.2% | +2.4% | +4.4% |
| YTD | +15.0% | +20.0% | -5.0% | +3.0% |
| 1Y | +29.9% | +25.4% | +4.5% | +13.6% |
| 3Y | +192.1% | +89.2% | +102.9% | +97.7% |
| 5Y | +62.3% | +134.6% | -72.3% | -6.7% |
| All | +208.5% | +260.1% | -51.6% | +54.1% |
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 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