+174.9%
NVS vs CRL
+256.1%
-81.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.6% |
| 7D | -14.3% | -3.5% | -10.7% | -13.7% |
| 30D | -10.0% | -2.1% | -7.8% | -9.6% |
| 3M | -10.9% | +48.0% | -58.9% | -16.7% |
| 6M | -12.0% | +64.7% | -76.7% | -19.7% |
| YTD | +2.5% | +39.5% | -37.0% | -4.2% |
| 1Y | +10.7% | +74.2% | -63.5% | -0.8% |
| 3Y | +53.3% | +39.4% | +13.9% | +37.9% |
| 5Y | +93.6% | -36.9% | +130.5% | +105.1% |
| All | +174.9% | +256.1% | -81.2% | +68.0% |
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