-52.9%
NVO vs CL
+27.2%
-80.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.9% |
| 7D | -7.6% | -2.2% | -5.4% | -7.2% |
| 30D | -6.0% | -6.0% | 0.0% | -4.9% |
| 3M | -0.8% | -2.3% | +1.6% | -0.3% |
| 6M | +16.5% | -2.0% | +18.4% | +16.8% |
| YTD | -11.1% | +11.8% | -23.0% | -14.1% |
| 1Y | -16.7% | +5.8% | -22.6% | -18.3% |
| 3Y | -52.9% | +25.9% | -78.8% | -57.2% |
| All | -52.9% | +27.2% | -80.1% | -57.2% |
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