-3.1%
NVO vs CCI
-49.3%
+46.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.7% |
| 7D | -7.6% | -0.3% | -7.3% | -7.5% |
| 30D | -6.0% | +2.2% | -8.2% | -6.5% |
| 3M | -0.8% | -16.9% | +16.1% | +3.3% |
| 6M | +16.5% | -11.5% | +28.0% | +19.4% |
| YTD | -11.1% | -12.8% | +1.7% | -8.8% |
| 1Y | -16.7% | -17.1% | +0.4% | -13.7% |
| 3Y | -52.9% | -9.6% | -43.3% | -52.6% |
| All | -3.1% | -49.3% | +46.2% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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