-8.2%
NVO vs CME
+19.8%
-28.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.8% |
| 7D | +10.2% | +4.8% | +5.3% | +9.7% |
| 30D | +12.4% | +14.2% | -1.8% | +11.3% |
| 3M | -3.5% | +17.9% | -21.5% | -4.7% |
| 6M | -3.8% | +7.2% | -11.0% | -6.0% |
| YTD | -13.0% | +16.7% | -29.7% | -16.1% |
| 1Y | -8.2% | +19.6% | -27.8% | -10.6% |
| All | -8.2% | +19.8% | -28.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling