+767.2%
CNP vs NVS
+1,271.6%
-504.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | -1.0% | +3.5% | +2.8% |
| 30D | +4.0% | +12.5% | -8.5% | 0.0% |
| 3M | +1.6% | +5.2% | -3.6% | -0.9% |
| 6M | -1.7% | +8.2% | -9.8% | -5.3% |
| YTD | +8.6% | +19.8% | -11.1% | +0.9% |
| 1Y | +5.8% | +24.8% | -19.0% | -3.2% |
| 3Y | +63.0% | +90.0% | -27.0% | +27.7% |
| 5Y | +74.7% | +134.3% | -59.6% | +26.4% |
| 10Y | +143.7% | +250.8% | -107.1% | +56.2% |
| All | +767.2% | +1,271.6% | -504.4% | +309.2% |
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 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