+89.9%
CVE vs NVS
+525.5%
-435.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.2% |
| 7D | +2.5% | +4.0% | -1.5% | +0.1% |
| 30D | +16.7% | +3.6% | +13.1% | +14.0% |
| 3M | +9.3% | +7.8% | +1.5% | +3.7% |
| 6M | +43.6% | -0.2% | +43.8% | +41.5% |
| YTD | +93.6% | +19.6% | +74.0% | +70.0% |
| 1Y | +98.8% | +28.4% | +70.4% | +65.6% |
| 3Y | +73.6% | +76.2% | -2.6% | +13.0% |
| 5Y | +312.5% | +111.1% | +201.4% | +128.7% |
| 10Y | +161.0% | +224.3% | -63.2% | +6.2% |
| All | +89.9% | +525.5% | -435.6% | -61.6% |
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