+31,203.5%
NVO vs CMI
+19,626.5%
+11,577.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.4% | -2.3% |
| 7D | -7.6% | -0.7% | -6.9% | -7.5% |
| 30D | -6.0% | -12.4% | +6.4% | -3.9% |
| 3M | -0.8% | -14.8% | +14.0% | +1.6% |
| 6M | +16.5% | +0.8% | +15.7% | +15.3% |
| YTD | -11.1% | +10.2% | -21.3% | -13.4% |
| 1Y | -16.7% | +37.4% | -54.2% | -22.0% |
| 3Y | -52.9% | +153.3% | -206.2% | -60.6% |
| 5Y | -3.0% | +167.6% | -170.6% | -20.4% |
| 10Y | +147.1% | +514.4% | -367.3% | +71.1% |
| All | +31,203.5% | +19,626.5% | +11,577.0% | +11,990.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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