-6.2%
NVO vs CRBG
+117.3%
-123.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.6% | -2.5% |
| 7D | -7.6% | +0.6% | -8.2% | -7.7% |
| 30D | -6.0% | +2.6% | -8.6% | -6.6% |
| 3M | -0.8% | +24.0% | -24.8% | -5.8% |
| 6M | +16.5% | +50.5% | -34.1% | +5.3% |
| YTD | -11.1% | +17.1% | -28.3% | -14.7% |
| 1Y | -16.7% | +5.9% | -22.6% | -18.9% |
| 3Y | -52.9% | +122.7% | -175.6% | -57.8% |
| All | -6.2% | +117.3% | -123.5% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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