+5,443.4%
CP vs NVS
+1,272.2%
+4,171.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | -0.7% | -2.8% | +2.1% | +0.5% |
| 30D | +9.6% | +11.5% | -1.8% | +4.7% |
| 3M | +2.2% | +3.7% | -1.5% | -0.4% |
| 6M | +11.1% | +10.4% | +0.7% | +5.0% |
| YTD | +28.2% | +19.8% | +8.4% | +16.9% |
| 1Y | +32.2% | +26.6% | +5.6% | +17.6% |
| 3Y | +35.5% | +90.1% | -54.6% | -0.5% |
| 5Y | +26.8% | +133.4% | -106.6% | -15.8% |
| 10Y | +256.9% | +251.0% | +6.0% | +99.1% |
| All | +5,443.4% | +1,272.2% | +4,171.2% | +1,898.0% |
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