+33,769.1%
NVO vs CMS
+457.8%
+33,311.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +6.0% | -3.6% | +9.6% | +6.7% |
| 3M | +7.9% | -1.9% | +9.8% | +8.2% |
| 6M | +27.1% | -11.0% | +38.1% | +29.7% |
| YTD | -3.8% | +0.2% | -4.0% | -4.1% |
| 1Y | -12.8% | -1.3% | -11.5% | -12.9% |
| 3Y | -46.3% | +35.9% | -82.2% | -49.8% |
| 5Y | +3.6% | +23.1% | -19.5% | -2.1% |
| 10Y | +157.0% | +117.9% | +39.1% | +116.5% |
| All | +33,769.1% | +457.8% | +33,311.3% | +21,448.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling