+6,781.2%
CME vs NVS
+967.8%
+5,813.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.7% |
| 7D | -1.6% | +4.0% | -5.6% | -3.6% |
| 30D | +6.2% | +3.6% | +2.6% | +4.0% |
| 3M | +10.4% | +7.8% | +2.6% | +5.5% |
| 6M | -9.5% | -0.2% | -9.4% | -10.3% |
| YTD | +6.0% | +19.6% | -13.6% | -4.5% |
| 1Y | +9.3% | +28.4% | -19.1% | -5.5% |
| 3Y | +57.7% | +76.2% | -18.5% | +12.7% |
| 5Y | +77.7% | +111.1% | -33.4% | +13.0% |
| 10Y | +281.2% | +224.3% | +57.0% | +85.9% |
| All | +6,781.2% | +967.8% | +5,813.4% | +1,660.4% |
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 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