+2,198.1%
NVO vs CF
+5,315.1%
-3,117.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +0.8% | -3.2% | +3.9% | +1.1% |
| 30D | +5.4% | +4.3% | +1.0% | +4.7% |
| 3M | -11.2% | +2.8% | -14.0% | -11.7% |
| 6M | -10.8% | +0.6% | -11.4% | -11.3% |
| YTD | -16.8% | +56.6% | -73.5% | -22.6% |
| 1Y | -9.0% | +49.6% | -58.6% | -14.9% |
| 3Y | -56.5% | +61.5% | -118.0% | -60.3% |
| 5Y | -20.3% | +124.0% | -144.3% | -32.3% |
| 10Y | +196.5% | +573.2% | -376.7% | +101.3% |
| All | +2,198.1% | +5,315.1% | -3,117.0% | +1,004.4% |
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