-51.9%
NVO vs CNP
+49.7%
-101.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -7.4% | -2.2% | -5.2% | -7.4% |
| 30D | -5.5% | -2.1% | -3.5% | -5.5% |
| 3M | +4.1% | -7.9% | +12.0% | +4.2% |
| 6M | +19.3% | -8.3% | +27.7% | +19.4% |
| YTD | -9.2% | +3.8% | -13.0% | -8.9% |
| 1Y | -15.0% | +5.9% | -20.9% | -14.8% |
| All | -51.9% | +49.7% | -101.6% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling