+230.3%
NVO vs CNH
+36.2%
+194.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +3.3% | +3.0% | +0.2% | +2.7% |
| 30D | +9.2% | -0.6% | +9.8% | +9.2% |
| 3M | -9.8% | +14.6% | -24.4% | -12.1% |
| 6M | -10.4% | +11.8% | -22.2% | -12.9% |
| YTD | -14.1% | +30.4% | -44.5% | -19.0% |
| 1Y | -11.1% | +19.1% | -30.1% | -14.9% |
| 3Y | -54.9% | +30.2% | -85.1% | -58.2% |
| 5Y | -17.4% | -17.8% | +0.4% | -18.6% |
| 10Y | +214.4% | +103.9% | +110.5% | +151.9% |
| All | +230.3% | +36.2% | +194.1% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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