+258.4%
NVS vs CRL
+350.3%
-91.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +9.3% | +11.9% | -2.6% | +6.9% |
| 3M | +5.8% | +20.2% | -14.4% | +2.2% |
| 6M | +7.2% | +107.5% | -100.4% | -5.8% |
| YTD | +20.0% | +69.4% | -49.5% | +8.2% |
| 1Y | +25.4% | +99.7% | -74.4% | +9.8% |
| 3Y | +89.2% | +98.8% | -9.6% | +59.3% |
| 5Y | +134.6% | -12.4% | +147.0% | +131.6% |
| All | +258.4% | +350.3% | -91.8% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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