+140.2%
CMS vs NVS
+260.1%
-119.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +1.7% | -1.3% | +3.0% | +2.2% |
| 30D | +6.2% | +9.3% | -3.1% | +2.9% |
| 3M | +0.6% | +5.8% | -5.2% | -2.2% |
| 6M | -1.8% | +7.2% | -8.9% | -5.2% |
| YTD | +3.8% | +20.0% | -16.1% | -4.3% |
| 1Y | -1.8% | +25.4% | -27.1% | -11.1% |
| 3Y | +39.8% | +89.2% | -49.4% | +6.4% |
| 5Y | +37.1% | +134.6% | -97.5% | -6.0% |
| All | +140.2% | +260.1% | -119.9% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling