+128.6%
NVO vs CFG
+361.3%
-232.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +3.3% | +3.2% | +0.1% | +2.9% |
| 30D | +9.2% | +5.1% | +4.1% | +8.5% |
| 3M | -9.8% | -11.2% | +1.5% | -8.4% |
| 6M | -10.4% | +9.6% | -20.0% | -11.5% |
| YTD | -14.1% | +15.0% | -29.1% | -15.7% |
| 1Y | -11.1% | +29.9% | -41.0% | -14.0% |
| 3Y | -54.9% | +192.1% | -247.0% | -60.6% |
| 5Y | -17.4% | +62.3% | -79.7% | -23.8% |
| 10Y | +214.4% | +219.2% | -4.8% | +143.9% |
| All | +128.6% | +361.3% | -232.7% | +64.7% |
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