-56.1%
NVO vs CL
+39.6%
-95.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +1.3% | +2.6% | -1.3% | +0.7% |
| 30D | +5.3% | +11.8% | -6.4% | +2.9% |
| 3M | -13.6% | +5.9% | -19.5% | -14.8% |
| 6M | -10.5% | +13.3% | -23.9% | -12.7% |
| YTD | -16.0% | +27.1% | -43.1% | -21.0% |
| 1Y | -7.0% | +28.0% | -35.0% | -12.6% |
| 3Y | -56.1% | +39.4% | -95.5% | -60.9% |
| All | -56.1% | +39.6% | -95.7% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 3y: compounded portfolio wealth divided by compounded CL 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…
3y analysis · Full analysis span regression · 6 months rolling