+9,937.7%
CMI vs NVS
+1,076.7%
+8,861.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.8% | -15.7% | +16.5% | +8.4% |
| 30D | -12.8% | -11.1% | -1.7% | -8.9% |
| 3M | -12.4% | -7.2% | -5.3% | -10.8% |
| 6M | -0.9% | -12.3% | +11.5% | +3.7% |
| YTD | +8.9% | +2.8% | +6.1% | +5.3% |
| 1Y | +37.7% | +11.9% | +25.8% | +27.4% |
| 3Y | +148.9% | +55.1% | +93.8% | +91.9% |
| 5Y | +164.4% | +94.1% | +70.3% | +79.2% |
| 10Y | +506.9% | +181.2% | +325.7% | +231.8% |
| All | +9,937.7% | +1,076.7% | +8,861.0% | +3,070.6% |
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 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