+32,286.4%
NVO vs CAG
+588.0%
+31,698.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -4.7% | -6.6% | +1.9% | -3.7% |
| 30D | -5.4% | +2.3% | -7.8% | -5.8% |
| 3M | +7.0% | +16.3% | -9.3% | +4.3% |
| 6M | +17.6% | -16.0% | +33.6% | +20.5% |
| YTD | -8.0% | -7.7% | -0.3% | -7.7% |
| 1Y | -13.8% | -16.0% | +2.2% | -12.2% |
| 3Y | -50.3% | -37.7% | -12.5% | -47.3% |
| 5Y | +0.7% | -41.2% | +41.9% | +6.8% |
| 10Y | +155.6% | -33.8% | +189.4% | +156.8% |
| All | +32,286.4% | +588.0% | +31,698.4% | +21,777.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling