+986.2%
NVS vs CRL
+1,633.2%
-647.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | +5.8% | +20.2% | -14.4% | +2.4% |
| 6M | +7.2% | +107.5% | -100.4% | -5.2% |
| YTD | +20.0% | +69.4% | -49.5% | +8.7% |
| 1Y | +25.4% | +99.7% | -74.4% | +10.6% |
| 3Y | +89.2% | +98.8% | -9.6% | +61.6% |
| 5Y | +134.6% | -12.4% | +147.0% | +124.4% |
| 10Y | +251.4% | +352.9% | -101.5% | +148.1% |
| All | +986.2% | +1,633.2% | -647.0% | +527.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling