+604.8%
CRS vs NVS
+54.2%
+550.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -6.8% | -14.3% | +7.5% | -2.8% |
| 30D | -16.1% | -10.0% | -6.2% | -13.9% |
| 3M | -21.2% | -10.9% | -10.3% | -19.1% |
| 6M | +8.7% | -12.0% | +20.6% | +11.7% |
| YTD | +41.0% | +2.5% | +38.5% | +39.4% |
| 1Y | +82.7% | +10.7% | +72.0% | +77.2% |
| 3Y | +604.8% | +53.3% | +551.5% | +500.8% |
| All | +604.8% | +54.2% | +550.6% | +500.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling