-60.3%
CSGP vs NVS
+93.3%
-153.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.8% |
| 7D | +1.3% | +1.1% | +0.2% | +1.0% |
| 30D | +10.7% | +13.4% | -2.8% | +7.1% |
| 3M | +3.3% | +5.4% | -2.1% | +1.5% |
| 6M | -10.3% | +9.6% | -19.9% | -12.9% |
| YTD | -54.6% | +21.5% | -76.1% | -57.5% |
| 1Y | -54.6% | +32.3% | -87.0% | -58.8% |
| 3Y | -60.3% | +92.9% | -153.3% | -68.3% |
| All | -60.3% | +93.3% | -153.7% | -68.3% |
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