+447.1%
CMS vs NVS
+1,269.4%
-822.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | +0.4% | +4.0% | -3.7% | -0.9% |
| 30D | -3.6% | +3.6% | -7.2% | -4.8% |
| 3M | -1.9% | +7.8% | -9.7% | -4.5% |
| 6M | -11.0% | -0.2% | -10.8% | -11.3% |
| YTD | +0.2% | +19.6% | -19.4% | -5.8% |
| 1Y | -1.3% | +28.4% | -29.7% | -9.4% |
| 3Y | +35.9% | +76.2% | -40.3% | +12.0% |
| 5Y | +23.1% | +111.1% | -88.0% | -4.9% |
| 10Y | +117.9% | +224.3% | -106.3% | +46.3% |
| All | +447.1% | +1,269.4% | -822.3% | +154.0% |
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