-3.1%
NVO vs CNI
+12.6%
-15.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | -7.6% | -0.4% | -7.2% | -7.5% |
| 30D | -6.0% | -2.7% | -3.3% | -5.1% |
| 3M | -0.8% | +3.9% | -4.7% | -2.3% |
| 6M | +16.5% | +16.4% | +0.1% | +9.7% |
| YTD | -11.1% | +25.8% | -36.9% | -18.9% |
| 1Y | -16.7% | +32.4% | -49.1% | -25.5% |
| 3Y | -52.9% | +19.1% | -72.0% | -56.7% |
| All | -3.1% | +12.6% | -15.7% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling