-8.2%
NVO vs CAG
-6.8%
-1.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.0% | -1.0% | +4.4% |
| 7D | +10.2% | +9.7% | +0.5% | +9.4% |
| 30D | +12.4% | +15.8% | -3.4% | +11.4% |
| 3M | -3.5% | +1.8% | -5.3% | -4.0% |
| 6M | -3.8% | +11.5% | -15.3% | -4.1% |
| YTD | -13.0% | -6.7% | -6.2% | -19.0% |
| 1Y | -8.2% | -5.6% | -2.6% | -16.0% |
| All | -8.2% | -6.8% | -1.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling