+223.6%
CP vs NVS
+180.2%
+43.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.7% | -15.7% | +13.0% | +4.4% |
| 30D | -3.4% | -11.1% | +7.7% | +0.8% |
| 3M | -0.6% | -7.2% | +6.6% | +1.1% |
| 6M | +6.3% | -12.3% | +18.6% | +11.1% |
| YTD | +21.2% | +2.8% | +18.4% | +17.0% |
| 1Y | +20.0% | +11.9% | +8.1% | +10.8% |
| 3Y | +18.7% | +55.1% | -36.3% | -9.4% |
| 5Y | +34.8% | +94.1% | -59.3% | -11.4% |
| All | +223.6% | +180.2% | +43.4% | +91.7% |
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 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