+27.8%
CFG vs NVS
+26.2%
+1.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.2% |
| 7D | -0.8% | -2.8% | +2.0% | -0.3% |
| 30D | +3.1% | +11.5% | -8.3% | +1.3% |
| 3M | -9.7% | +3.7% | -13.4% | -10.5% |
| 6M | +6.7% | +10.4% | -3.7% | +3.1% |
| YTD | +15.2% | +19.8% | -4.6% | +7.9% |
| All | +27.8% | +26.2% | +1.6% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling