+10.9%
CMG vs NVS
+37.6%
-26.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.2% | +4.8% |
| 7D | +22.5% | +5.7% | +16.8% | +20.7% |
| 30D | +14.1% | +17.1% | -3.0% | +9.7% |
| 3M | +4.1% | +7.6% | -3.6% | +1.1% |
| 6M | +10.1% | +14.1% | -4.0% | +3.8% |
| YTD | -4.9% | +23.3% | -28.2% | -13.8% |
| 1Y | +10.9% | +36.0% | -25.1% | -5.3% |
| All | +10.9% | +37.6% | -26.7% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling