+167.0%
CVX vs NVO
-4.3%
+171.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.7% |
| 7D | +2.6% | -7.6% | +10.2% | +2.9% |
| 30D | +9.8% | -6.0% | +15.8% | +10.0% |
| 3M | +16.2% | -0.8% | +17.0% | +16.1% |
| 6M | +13.6% | +16.5% | -2.8% | +12.6% |
| YTD | +44.4% | -11.1% | +55.5% | +44.5% |
| 1Y | +40.6% | -16.7% | +57.3% | +41.0% |
| 3Y | +48.2% | -52.9% | +101.1% | +50.1% |
| All | +167.0% | -4.3% | +171.2% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling