+135.5%
CVE vs NVS
+256.0%
-120.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -10.0% | +2.5% | -12.5% | -11.1% |
| 30D | -11.9% | +13.6% | -25.4% | -17.0% |
| 3M | -5.9% | +4.1% | -10.1% | -9.0% |
| 6M | -1.6% | +11.8% | -13.4% | -8.6% |
| YTD | +66.3% | +22.0% | +44.2% | +45.9% |
| 1Y | +57.5% | +32.3% | +25.3% | +31.9% |
| 3Y | +65.4% | +93.6% | -28.2% | +5.9% |
| 5Y | +144.2% | +136.7% | +7.5% | +30.2% |
| 10Y | +135.5% | +254.6% | -119.1% | +10.6% |
| All | +135.5% | +256.0% | -120.5% | +10.6% |
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 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