+3,682.3%
CLS vs NVS
+89.9%
+3,592.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +20.1% | -15.4% | +35.5% | +20.2% |
| 30D | +6.0% | -12.3% | +18.4% | +6.0% |
| 3M | -10.3% | -7.8% | -2.5% | -10.7% |
| 6M | +24.5% | -13.0% | +37.5% | +24.6% |
| YTD | +12.9% | +2.8% | +10.1% | +11.5% |
| 1Y | +36.7% | +10.6% | +26.0% | +34.2% |
| 3Y | +1,328.1% | +55.1% | +1,273.0% | +1,188.9% |
| 5Y | +3,682.3% | +91.7% | +3,590.6% | +2,831.0% |
| All | +3,682.3% | +89.9% | +3,592.4% | +2,831.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling