+5,303.4%
CP vs NVS
+1,269.4%
+4,034.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | -2.7% | +4.0% | -6.7% | -4.5% |
| 30D | +0.2% | +3.6% | -3.4% | -1.6% |
| 3M | +2.6% | +7.8% | -5.2% | -1.3% |
| 6M | +6.0% | -0.2% | +6.1% | +5.3% |
| YTD | +24.9% | +19.6% | +5.4% | +14.8% |
| 1Y | +20.1% | +28.4% | -8.3% | +6.8% |
| 3Y | +16.4% | +76.2% | -59.8% | -11.1% |
| 5Y | +31.7% | +111.1% | -79.3% | -8.0% |
| 10Y | +223.9% | +224.3% | -0.4% | +87.7% |
| All | +5,303.4% | +1,269.4% | +4,034.0% | +1,863.2% |
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