+136.0%
NVO vs CNP
+137.0%
-1.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -7.6% | -1.4% | -6.2% | -7.3% |
| 30D | -6.0% | -2.9% | -3.0% | -5.5% |
| 3M | -0.8% | -7.5% | +6.8% | +0.6% |
| 6M | +16.5% | -7.9% | +24.4% | +18.1% |
| YTD | -11.1% | +3.7% | -14.9% | -12.0% |
| 1Y | -16.7% | +4.6% | -21.3% | -17.8% |
| 3Y | -52.9% | +49.1% | -102.1% | -57.3% |
| 5Y | -3.0% | +69.2% | -72.2% | -14.9% |
| All | +136.0% | +137.0% | -1.0% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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