+155.9%
NVO vs CFG
+396.4%
-240.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +2.2% | +1.5% | +0.6% | +2.0% |
| 30D | +6.0% | -3.8% | +9.8% | +6.5% |
| 3M | +7.9% | +11.5% | -3.6% | +6.3% |
| 6M | +27.1% | +19.2% | +7.9% | +24.2% |
| YTD | -3.8% | +23.7% | -27.5% | -6.5% |
| 1Y | -12.8% | +38.8% | -51.7% | -16.4% |
| 3Y | -46.3% | +178.9% | -225.2% | -52.9% |
| 5Y | +3.6% | +101.8% | -98.2% | -7.0% |
| 10Y | +157.0% | +317.3% | -160.2% | +87.4% |
| All | +155.9% | +396.4% | -240.4% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling