+30,156.9%
NVO vs CP
+7,903.1%
+22,253.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +3.3% | +2.1% | +1.1% | +2.8% |
| 30D | +9.2% | +9.3% | -0.1% | +7.1% |
| 3M | -9.8% | +0.5% | -10.2% | -9.9% |
| 6M | -10.4% | +10.4% | -20.9% | -12.5% |
| YTD | -14.1% | +28.7% | -42.8% | -19.2% |
| 1Y | -11.1% | +33.2% | -44.3% | -16.9% |
| 3Y | -54.9% | +38.4% | -93.4% | -58.5% |
| 5Y | -17.4% | +26.2% | -43.6% | -23.2% |
| 10Y | +214.4% | +258.4% | -44.0% | +130.0% |
| All | +30,156.9% | +7,903.1% | +22,253.8% | +14,298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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