+29,444.6%
NVO vs CL
+5,412.4%
+24,032.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | +6.8% | +9.5% | -2.7% | +4.6% |
| 3M | -11.3% | +6.6% | -17.9% | -12.6% |
| 6M | -12.4% | +13.2% | -25.7% | -15.0% |
| YTD | -16.1% | +26.9% | -43.0% | -21.0% |
| 1Y | -15.1% | +27.6% | -42.7% | -20.2% |
| 3Y | -56.2% | +39.1% | -95.3% | -59.9% |
| 5Y | -19.4% | +41.3% | -60.7% | -26.9% |
| 10Y | +207.0% | +83.9% | +123.1% | +159.9% |
| All | +29,444.6% | +5,412.4% | +24,032.2% | +12,726.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling