+32,722.5%
NVO vs CLF
+700.4%
+32,022.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.9% |
| 7D | +0.1% | +6.5% | -6.4% | -0.5% |
| 30D | -3.2% | +0.2% | -3.5% | -3.3% |
| 3M | +11.5% | -3.1% | +14.6% | +11.2% |
| 6M | +22.9% | +25.0% | -2.1% | +19.6% |
| YTD | -6.8% | -7.5% | +0.6% | -7.5% |
| 1Y | -12.6% | +11.5% | -24.2% | -15.2% |
| 3Y | -49.6% | -13.7% | -35.9% | -51.2% |
| 5Y | +0.6% | -47.0% | +47.6% | -0.8% |
| 10Y | +148.3% | +116.3% | +32.0% | +97.2% |
| All | +32,722.5% | +700.4% | +32,022.2% | +18,145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling