+3,154.0%
CLS vs NVS
+179.5%
+2,974.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.6% |
| 7D | +10.9% | -14.3% | +25.2% | +14.8% |
| 30D | +2.1% | -10.0% | +12.0% | +3.9% |
| 3M | -10.2% | -10.9% | +0.7% | -8.6% |
| 6M | +30.4% | -12.0% | +42.3% | +32.9% |
| YTD | +17.2% | +2.5% | +14.7% | +13.5% |
| 1Y | +41.0% | +10.7% | +30.3% | +32.5% |
| 3Y | +1,338.0% | +53.3% | +1,284.7% | +1,046.2% |
| 5Y | +3,860.6% | +93.6% | +3,767.0% | +2,626.0% |
| All | +3,154.0% | +179.5% | +2,974.5% | +1,957.4% |
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 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