+7,654.3%
CME vs NVS
+969.5%
+6,684.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.7% | -1.0% | +3.7% | +3.2% |
| 30D | +13.5% | +12.5% | +0.9% | +6.9% |
| 3M | +20.9% | +5.2% | +15.7% | +16.4% |
| 6M | +11.5% | +8.2% | +3.3% | +5.5% |
| YTD | +19.5% | +19.8% | -0.3% | +6.6% |
| 1Y | +17.2% | +24.8% | -7.6% | +2.2% |
| 3Y | +65.1% | +90.0% | -24.9% | +12.4% |
| 5Y | +73.1% | +134.3% | -61.1% | +2.9% |
| 10Y | +305.3% | +250.8% | +54.5% | +87.5% |
| All | +7,654.3% | +969.5% | +6,684.8% | +1,863.7% |
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