+1,102.0%
NVS vs CNI
+6,457.9%
-5,355.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -15.7% | -1.1% | -14.6% | -15.5% |
| 30D | -11.1% | -3.5% | -7.5% | -10.3% |
| 3M | -7.2% | +2.2% | -9.4% | -7.8% |
| 6M | -12.3% | +15.1% | -27.4% | -15.8% |
| YTD | +2.8% | +24.7% | -21.9% | -3.6% |
| 1Y | +11.9% | +33.4% | -21.4% | +3.1% |
| 3Y | +55.1% | +19.5% | +35.6% | +45.8% |
| 5Y | +94.1% | +12.6% | +81.5% | +83.3% |
| 10Y | +181.2% | +134.7% | +46.5% | +114.5% |
| All | +1,102.0% | +6,457.9% | -5,355.9% | +315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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