+322.0%
CMG vs NVO
+143.1%
+178.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | -2.1% | -7.6% | +5.5% | -0.7% |
| 30D | +10.9% | -6.0% | +16.9% | +12.0% |
| 3M | +15.8% | -0.8% | +16.6% | +15.8% |
| 6M | +6.9% | +16.5% | -9.5% | +3.9% |
| YTD | -2.2% | -11.1% | +9.0% | -1.6% |
| 1Y | -7.1% | -16.7% | +9.6% | -5.7% |
| 3Y | -7.1% | -52.9% | +45.8% | +1.2% |
| 5Y | -4.8% | -3.0% | -1.8% | -14.9% |
| All | +322.0% | +143.1% | +178.9% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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