-52.9%
NVO vs CAG
-39.7%
-13.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.1% |
| 7D | -7.6% | -5.7% | -1.9% | -7.3% |
| 30D | -6.0% | -2.4% | -3.6% | -5.9% |
| 3M | -0.8% | +9.8% | -10.6% | -1.1% |
| 6M | +16.5% | -10.8% | +27.3% | +16.2% |
| YTD | -11.1% | -10.8% | -0.3% | -12.2% |
| 1Y | -16.7% | -19.0% | +2.2% | -17.1% |
| 3Y | -52.9% | -39.7% | -13.2% | -53.2% |
| All | -52.9% | -39.7% | -13.2% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling