+69.9%
CNP vs NVS
+89.9%
-20.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.7% | -15.4% | +16.0% | +4.7% |
| 30D | -0.1% | -12.3% | +12.3% | +2.7% |
| 3M | -5.6% | -7.8% | +2.2% | -4.6% |
| 6M | -7.5% | -13.0% | +5.5% | -4.9% |
| YTD | +5.5% | +2.8% | +2.7% | +2.6% |
| 1Y | +8.3% | +10.6% | -2.3% | +2.6% |
| 3Y | +51.8% | +55.1% | -3.3% | +24.8% |
| 5Y | +69.9% | +91.7% | -21.8% | +27.7% |
| All | +69.9% | +89.9% | -20.0% | +27.7% |
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