+74.7%
CNP vs NVS
+133.6%
-58.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | -1.0% | +3.5% | +2.7% |
| 30D | +4.0% | +12.5% | -8.5% | +1.0% |
| 3M | +1.6% | +5.2% | -3.6% | -0.5% |
| 6M | -1.7% | +8.2% | -9.8% | -4.7% |
| YTD | +8.6% | +19.8% | -11.1% | +1.7% |
| 1Y | +5.8% | +24.8% | -19.0% | -2.4% |
| 3Y | +63.0% | +90.0% | -27.0% | +26.8% |
| 5Y | +74.7% | +134.3% | -59.6% | +24.8% |
| All | +74.7% | +133.6% | -58.9% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling