+772.3%
CNP vs NVS
+1,273.7%
-501.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.3% | -1.3% | +2.6% | +1.7% |
| 30D | +3.8% | +9.3% | -5.5% | +0.7% |
| 3M | +2.4% | +5.8% | -3.4% | -0.4% |
| 6M | -1.2% | +7.2% | -8.4% | -4.5% |
| YTD | +9.3% | +20.0% | -10.7% | +1.4% |
| 1Y | +6.4% | +25.4% | -18.9% | -2.8% |
| 3Y | +66.4% | +89.2% | -22.9% | +30.5% |
| 5Y | +75.7% | +134.6% | -58.9% | +27.1% |
| 10Y | +145.1% | +251.4% | -106.2% | +57.0% |
| All | +772.3% | +1,273.7% | -501.5% | +311.4% |
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