+155.6%
NVO vs CF
+599.7%
-444.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.5% |
| 7D | -4.7% | -0.8% | -3.9% | -4.7% |
| 30D | -5.4% | +14.3% | -19.7% | -6.3% |
| 3M | +7.0% | +27.9% | -20.9% | +5.1% |
| 6M | +17.6% | +25.5% | -7.9% | +15.0% |
| YTD | -8.0% | +81.2% | -89.2% | -13.0% |
| 1Y | -13.8% | +66.5% | -80.4% | -17.9% |
| 3Y | -50.3% | +76.7% | -126.9% | -53.4% |
| 5Y | +0.7% | +237.8% | -237.2% | -13.9% |
| 10Y | +155.6% | +619.9% | -464.3% | +89.1% |
| All | +155.6% | +599.7% | -444.1% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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