-8.2%
NVO vs CMS
+1.4%
-9.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.7% |
| 7D | +10.2% | +4.1% | +6.1% | +9.4% |
| 30D | +12.4% | +10.9% | +1.5% | +10.5% |
| 3M | -3.5% | -0.2% | -3.3% | -4.0% |
| 6M | -3.8% | -4.7% | +1.0% | -4.1% |
| YTD | -13.0% | +3.9% | -16.8% | -10.7% |
| 1Y | -8.2% | +0.4% | -8.6% | -4.3% |
| All | -8.2% | +1.4% | -9.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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