+159.5%
CVE vs NVS
+134.2%
+25.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +5.9% | -1.3% | +7.2% | +6.1% |
| 30D | -10.9% | +9.3% | -20.1% | -11.9% |
| 3M | -4.5% | +5.8% | -10.3% | -5.6% |
| 6M | -1.0% | +7.2% | -8.1% | -2.5% |
| YTD | +74.7% | +20.0% | +54.8% | +67.3% |
| 1Y | +65.8% | +25.4% | +40.4% | +57.1% |
| 3Y | +73.2% | +89.2% | -16.0% | +43.5% |
| All | +159.5% | +134.2% | +25.3% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling