+304.1%
CFG vs NVS
+180.2%
+123.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.7% | -15.7% | +14.0% | +5.6% |
| 30D | -4.6% | -11.1% | +6.5% | -0.4% |
| 3M | +7.9% | -7.2% | +15.1% | +9.9% |
| 6M | +19.9% | -12.3% | +32.2% | +25.5% |
| YTD | +21.7% | +2.8% | +18.9% | +17.3% |
| 1Y | +38.4% | +11.9% | +26.5% | +27.3% |
| 3Y | +187.0% | +55.1% | +131.9% | +115.3% |
| 5Y | +99.5% | +94.1% | +5.5% | +27.1% |
| All | +304.1% | +180.2% | +123.9% | +127.8% |
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