+5,075.6%
CRS vs NVS
+1,076.7%
+3,998.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | +0.1% |
| 7D | -0.5% | -15.4% | +14.8% | +8.4% |
| 30D | -18.1% | -12.3% | -5.8% | -12.8% |
| 3M | -12.4% | -7.8% | -4.6% | -9.8% |
| 6M | +15.9% | -13.0% | +28.9% | +23.6% |
| YTD | +45.8% | +2.8% | +43.1% | +41.2% |
| 1Y | +87.8% | +10.6% | +77.1% | +74.0% |
| 3Y | +648.7% | +55.1% | +593.7% | +458.2% |
| 5Y | +1,416.6% | +91.7% | +1,325.0% | +887.6% |
| 10Y | +1,412.7% | +181.2% | +1,231.5% | +702.8% |
| All | +5,075.6% | +1,076.7% | +3,998.9% | +1,560.6% |
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