+4,850.6%
NVO vs CME
+7,387.0%
-2,536.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | +0.1% | -2.9% | +3.0% | +0.6% |
| 30D | -3.2% | +5.5% | -8.7% | -4.3% |
| 3M | +11.5% | +11.0% | +0.5% | +9.0% |
| 6M | +22.9% | -9.7% | +32.6% | +25.0% |
| YTD | -6.8% | +4.9% | -11.7% | -8.2% |
| 1Y | -12.6% | +10.1% | -22.7% | -14.9% |
| 3Y | -49.6% | +53.5% | -103.1% | -54.3% |
| 5Y | +0.6% | +77.2% | -76.6% | -11.9% |
| 10Y | +148.3% | +282.1% | -133.9% | +83.0% |
| All | +4,850.6% | +7,387.0% | -2,536.4% | +2,661.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling