+218.9%
NVO vs CLF
+74.2%
+144.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.6% |
| 7D | +3.3% | +10.4% | -7.1% | +2.6% |
| 30D | +9.2% | +0.6% | +8.7% | +8.8% |
| 3M | -9.8% | +4.1% | -13.9% | -10.4% |
| 6M | -10.4% | +15.1% | -25.6% | -12.1% |
| YTD | -14.1% | -4.7% | -9.4% | -15.2% |
| 1Y | -11.1% | +20.4% | -31.5% | -13.7% |
| 3Y | -54.9% | -23.4% | -31.6% | -56.1% |
| 5Y | -17.4% | -43.3% | +25.8% | -19.5% |
| All | +218.9% | +74.2% | +144.7% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling