-10.7%
CMG vs NVS
+27.7%
-38.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | -2.8% | +4.0% | -6.8% | -4.1% |
| 30D | +7.1% | +3.6% | +3.5% | +5.7% |
| 3M | +31.2% | +7.8% | +23.3% | +27.3% |
| 6M | +0.7% | -0.2% | +0.9% | +0.2% |
| YTD | -0.1% | +19.6% | -19.7% | -6.7% |
| 1Y | -10.7% | +28.4% | -39.1% | -17.7% |
| All | -10.7% | +27.7% | -38.5% | -17.7% |
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 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