+11.7%
CMI vs NVS
+37.6%
-26.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.4% | -6.0% |
| 7D | -11.2% | +5.7% | -16.9% | -11.6% |
| 30D | -9.8% | +17.1% | -26.9% | -11.3% |
| 3M | -25.5% | +7.6% | -33.2% | -26.4% |
| 6M | -27.7% | +14.1% | -41.7% | -30.8% |
| YTD | -6.6% | +23.3% | -29.9% | -10.7% |
| 1Y | +11.7% | +36.0% | -24.3% | +4.6% |
| All | +11.7% | +37.6% | -26.0% | +4.6% |
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