+4,005.7%
CMG vs NVS
+475.4%
+3,530.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.8% | -15.7% | +11.9% | +2.4% |
| 30D | +12.9% | -11.1% | +24.0% | +17.4% |
| 3M | +18.8% | -7.2% | +26.0% | +21.1% |
| 6M | +4.1% | -12.3% | +16.4% | +8.6% |
| YTD | -2.4% | +2.8% | -5.1% | -4.8% |
| 1Y | -6.7% | +11.9% | -18.6% | -12.3% |
| 3Y | -7.1% | +55.1% | -62.2% | -25.3% |
| 5Y | -5.0% | +94.1% | -99.0% | -31.7% |
| 10Y | +323.5% | +181.2% | +142.3% | +153.7% |
| All | +4,005.7% | +475.4% | +3,530.2% | +1,481.4% |
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