+128.6%
NVO vs CLBK
+64.7%
+63.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -4.7% | -1.5% | -3.3% | -4.6% |
| 30D | -5.4% | +6.7% | -12.1% | -6.2% |
| 3M | +7.0% | +21.2% | -14.2% | +4.4% |
| 6M | +17.6% | +42.0% | -24.4% | +12.5% |
| YTD | -8.0% | +63.3% | -71.3% | -13.5% |
| 1Y | -13.8% | +65.4% | -79.2% | -19.2% |
| 3Y | -50.3% | +52.5% | -102.7% | -53.6% |
| 5Y | +0.7% | +42.0% | -41.3% | -7.3% |
| All | +128.6% | +64.7% | +63.8% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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