+34.9%
CP vs NVS
+89.9%
-55.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.6% | -15.4% | +16.0% | +5.4% |
| 30D | -0.5% | -12.3% | +11.8% | +2.9% |
| 3M | +0.1% | -7.8% | +7.9% | +1.4% |
| 6M | +7.8% | -13.0% | +20.8% | +11.4% |
| YTD | +22.9% | +2.8% | +20.1% | +19.6% |
| 1Y | +21.3% | +10.6% | +10.7% | +14.9% |
| 3Y | +20.4% | +55.1% | -34.7% | -1.2% |
| 5Y | +34.9% | +91.7% | -56.7% | -1.9% |
| All | +34.9% | +89.9% | -55.0% | -1.9% |
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