+2,556.7%
NVO vs CF
+5,948.3%
-3,391.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.5% |
| 7D | +2.2% | +6.0% | -3.8% | +1.4% |
| 30D | +6.0% | +14.8% | -8.9% | +4.1% |
| 3M | +7.9% | +14.1% | -6.2% | +5.9% |
| 6M | +27.1% | +28.5% | -1.4% | +21.8% |
| YTD | -3.8% | +74.9% | -78.8% | -11.6% |
| 1Y | -12.8% | +61.7% | -74.5% | -19.2% |
| 3Y | -46.3% | +80.3% | -126.6% | -51.7% |
| 5Y | +3.6% | +226.0% | -222.4% | -16.5% |
| 10Y | +157.0% | +569.9% | -412.8% | +75.3% |
| All | +2,556.7% | +5,948.3% | -3,391.6% | +1,161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling