-0.9%
NVO vs CME
+76.3%
-77.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -7.4% | -2.4% | -5.0% | -7.0% |
| 30D | -5.5% | +6.2% | -11.7% | -6.6% |
| 3M | +4.1% | +4.4% | -0.3% | +3.1% |
| 6M | +19.3% | -9.6% | +29.0% | +21.1% |
| YTD | -9.2% | +3.8% | -13.0% | -10.6% |
| 1Y | -15.0% | +9.5% | -24.6% | -17.6% |
| 3Y | -50.9% | +51.9% | -102.8% | -56.6% |
| 5Y | -0.9% | +78.7% | -79.6% | -12.5% |
| All | -0.9% | +76.3% | -77.1% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling