+415.5%
CNQ vs NVS
+179.5%
+236.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.4% |
| 7D | +0.1% | -14.3% | +14.4% | +6.5% |
| 30D | +6.2% | -10.0% | +16.2% | +10.1% |
| 3M | +12.4% | -10.9% | +23.3% | +16.8% |
| 6M | +9.0% | -12.0% | +21.0% | +13.3% |
| YTD | +52.2% | +2.5% | +49.7% | +45.7% |
| 1Y | +65.0% | +10.7% | +54.4% | +50.8% |
| 3Y | +78.8% | +53.3% | +25.5% | +31.7% |
| 5Y | +286.0% | +93.6% | +192.4% | +137.7% |
| All | +415.5% | +179.5% | +236.0% | +180.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling