+1,323.2%
CRS vs NVS
+179.5%
+1,143.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -6.8% | -14.3% | +7.5% | +1.4% |
| 30D | -16.1% | -10.0% | -6.2% | -11.9% |
| 3M | -21.2% | -10.9% | -10.3% | -17.1% |
| 6M | +8.7% | -12.0% | +20.6% | +15.3% |
| YTD | +41.0% | +2.5% | +38.5% | +35.6% |
| 1Y | +82.7% | +10.7% | +72.0% | +67.0% |
| 3Y | +604.8% | +53.3% | +551.5% | +400.7% |
| 5Y | +1,384.7% | +93.6% | +1,291.1% | +761.4% |
| All | +1,323.2% | +179.5% | +1,143.7% | +672.2% |
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 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