+218.9%
NVO vs CMS
+140.2%
+78.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | +3.3% | +1.7% | +1.5% | +2.9% |
| 30D | +9.2% | +6.2% | +3.0% | +7.7% |
| 3M | -9.8% | +0.6% | -10.4% | -9.9% |
| 6M | -10.4% | -1.8% | -8.7% | -10.1% |
| YTD | -14.1% | +3.8% | -17.9% | -15.1% |
| 1Y | -11.1% | -1.8% | -9.3% | -11.0% |
| 3Y | -54.9% | +39.8% | -94.8% | -59.1% |
| 5Y | -17.4% | +37.1% | -54.6% | -25.8% |
| All | +218.9% | +140.2% | +78.6% | +167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling