+4,005.7%
CMG vs NVO
+2,290.3%
+1,715.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -3.8% | -7.4% | +3.5% | -2.0% |
| 30D | +12.9% | -5.5% | +18.4% | +14.4% |
| 3M | +18.8% | +4.1% | +14.7% | +17.2% |
| 6M | +4.1% | +19.3% | -15.3% | -1.1% |
| YTD | -2.4% | -9.2% | +6.8% | -2.0% |
| 1Y | -6.7% | -15.0% | +8.3% | -5.1% |
| 3Y | -7.1% | -50.9% | +43.7% | +3.8% |
| 5Y | -5.0% | -0.9% | -4.1% | -17.2% |
| 10Y | +323.5% | +152.4% | +171.1% | +164.9% |
| All | +4,005.7% | +2,290.3% | +1,715.4% | +698.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling