+0.7%
NVO vs CFG
+99.7%
-99.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | -5.4% | -4.5% | -0.9% | -4.9% |
| 3M | +7.0% | +6.3% | +0.6% | +6.0% |
| 6M | +17.6% | +20.6% | -3.0% | +14.4% |
| YTD | -8.0% | +21.2% | -29.3% | -10.5% |
| 1Y | -13.8% | +38.2% | -52.0% | -17.5% |
| 3Y | -50.3% | +185.9% | -236.2% | -56.2% |
| 5Y | +0.7% | +97.0% | -96.3% | -7.2% |
| All | +0.7% | +99.7% | -99.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 5y: compounded portfolio wealth divided by compounded CFG 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…
5y analysis · Full analysis span regression · 6 months rolling