+127.6%
CLF vs NVS
+177.6%
-50.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.5% |
| 7D | -2.7% | -15.4% | +12.7% | +6.6% |
| 30D | -3.2% | -12.3% | +9.1% | +3.3% |
| 3M | -5.0% | -7.8% | +2.9% | -1.8% |
| 6M | +26.6% | -13.0% | +39.6% | +35.4% |
| YTD | -9.0% | +2.8% | -11.7% | -12.9% |
| 1Y | +11.8% | +10.6% | +1.2% | +1.4% |
| 3Y | -15.1% | +55.1% | -70.2% | -41.0% |
| 5Y | -48.2% | +91.7% | -139.9% | -70.2% |
| 10Y | +127.6% | +181.2% | -53.6% | +17.5% |
| All | +127.6% | +177.6% | -50.0% | +17.5% |
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