+136.0%
NVO vs CCL
-41.3%
+177.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.4% | -2.2% |
| 7D | -7.6% | -3.2% | -4.3% | -7.4% |
| 30D | -6.0% | -17.8% | +11.8% | -4.7% |
| 3M | -0.8% | -18.7% | +17.9% | +0.5% |
| 6M | +16.5% | -11.4% | +27.9% | +17.0% |
| YTD | -11.1% | -24.3% | +13.2% | -9.8% |
| 1Y | -16.7% | -28.8% | +12.1% | -15.3% |
| 3Y | -52.9% | +49.3% | -102.2% | -54.5% |
| 5Y | -3.0% | +1.6% | -4.6% | -6.5% |
| All | +136.0% | -41.3% | +177.3% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling