-12.8%
NVO vs CRL
+78.8%
-91.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.4% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | +6.0% | +10.7% | -4.7% | +2.6% |
| 3M | +7.9% | +55.3% | -47.4% | -7.3% |
| 6M | +27.1% | +60.7% | -33.6% | +6.9% |
| YTD | -3.8% | +44.6% | -48.5% | -14.6% |
| 1Y | -12.8% | +77.7% | -90.6% | -28.9% |
| All | -12.8% | +78.8% | -91.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling