+0.7%
NVO vs CLF
-47.6%
+48.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -4.7% | -2.7% | -2.1% | -4.5% |
| 30D | -5.4% | -3.2% | -2.2% | -5.2% |
| 3M | +7.0% | -5.0% | +11.9% | +6.9% |
| 6M | +17.6% | +26.6% | -9.0% | +13.6% |
| YTD | -8.0% | -9.0% | +0.9% | -8.9% |
| 1Y | -13.8% | +11.8% | -25.7% | -17.2% |
| 3Y | -50.3% | -15.1% | -35.2% | -52.6% |
| 5Y | +0.7% | -48.2% | +48.9% | -2.9% |
| All | +0.7% | -47.6% | +48.3% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling