+5,192.0%
NVO vs CCI
+896.9%
+4,295.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -4.7% | -0.3% | -4.5% | -4.7% |
| 30D | -5.4% | +2.1% | -7.6% | -5.7% |
| 3M | +7.0% | -17.8% | +24.8% | +9.3% |
| 6M | +17.6% | -14.2% | +31.8% | +19.6% |
| YTD | -8.0% | -13.3% | +5.3% | -6.7% |
| 1Y | -13.8% | -16.6% | +2.8% | -12.2% |
| 3Y | -50.3% | -10.8% | -39.4% | -50.0% |
| 5Y | +0.7% | -50.3% | +51.0% | +7.5% |
| 10Y | +155.6% | +22.5% | +133.1% | +147.1% |
| All | +5,192.0% | +896.9% | +4,295.1% | +4,190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling