+29,444.6%
NVO vs CLF
+751.2%
+28,693.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +0.9% | +16.0% | -15.1% | -0.4% |
| 30D | +6.8% | +1.6% | +5.2% | +6.3% |
| 3M | -11.3% | +6.7% | -17.9% | -12.2% |
| 6M | -12.4% | +21.1% | -33.5% | -14.8% |
| YTD | -16.1% | -1.6% | -14.5% | -17.6% |
| 1Y | -15.1% | +18.5% | -33.6% | -17.9% |
| 3Y | -56.2% | -21.0% | -35.2% | -57.4% |
| 5Y | -19.4% | -41.4% | +22.0% | -21.4% |
| 10Y | +207.0% | +86.5% | +120.5% | +147.6% |
| All | +29,444.6% | +751.2% | +28,693.5% | +16,159.5% |
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