+70.3%
CVE vs NVS
+526.5%
-456.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +4.6% | -1.0% | +5.7% | +5.2% |
| 30D | -12.0% | +12.5% | -24.5% | -18.1% |
| 3M | -3.8% | +5.2% | -9.0% | -8.5% |
| 6M | -2.7% | +8.2% | -10.9% | -9.7% |
| YTD | +73.6% | +19.8% | +53.8% | +49.6% |
| 1Y | +62.0% | +24.8% | +37.2% | +35.6% |
| 3Y | +72.7% | +90.0% | -17.3% | +4.9% |
| 5Y | +153.9% | +134.3% | +19.7% | +27.6% |
| 10Y | +147.6% | +250.8% | -103.2% | -6.6% |
| All | +70.3% | +526.5% | -456.2% | -66.2% |
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