+340.4%
CG vs NVS
+366.9%
-26.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.9% | +11.8% | +4.6% |
| 7D | -1.3% | -14.6% | +13.3% | +6.0% |
| 30D | -3.2% | -11.9% | +8.8% | +2.1% |
| 3M | +6.2% | -6.0% | +12.2% | +7.7% |
| 6M | -4.7% | -11.4% | +6.7% | -0.4% |
| YTD | -20.6% | +2.9% | -23.5% | -23.6% |
| 1Y | -26.4% | +10.2% | -36.6% | -32.0% |
| 3Y | +55.4% | +55.3% | +0.1% | +14.6% |
| 5Y | +9.8% | +89.6% | -79.8% | -29.8% |
| 10Y | +341.4% | +176.1% | +165.3% | +129.1% |
| All | +340.4% | +366.9% | -26.5% | +77.3% |
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