-8.2%
NVO vs CCL
+17.9%
-26.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.3% | -2.3% | +3.4% |
| 7D | +10.2% | +11.6% | -1.5% | +7.6% |
| 30D | +12.4% | +22.5% | -10.2% | +7.6% |
| 3M | -3.5% | +6.4% | -9.9% | -4.5% |
| 6M | -3.8% | +23.4% | -27.2% | -9.6% |
| YTD | -13.0% | +4.2% | -17.2% | -13.0% |
| 1Y | -8.2% | +21.9% | -30.1% | -16.3% |
| All | -8.2% | +17.9% | -26.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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