+136.0%
NVO vs CME
+282.4%
-146.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.2% |
| 7D | -7.6% | -1.6% | -6.0% | -7.3% |
| 30D | -6.0% | +5.6% | -11.6% | -7.1% |
| 3M | -0.8% | +5.6% | -6.4% | -2.1% |
| 6M | +16.5% | -8.3% | +24.7% | +18.2% |
| YTD | -11.1% | +4.3% | -15.5% | -12.5% |
| 1Y | -16.7% | +9.1% | -25.8% | -19.1% |
| 3Y | -52.9% | +52.1% | -105.0% | -58.0% |
| 5Y | -3.0% | +79.7% | -82.6% | -17.3% |
| All | +136.0% | +282.4% | -146.4% | +85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling