+136.0%
NVO vs CRL
+256.1%
-120.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.1% | -2.7% |
| 7D | -7.6% | -3.5% | -4.0% | -6.7% |
| 30D | -6.0% | -2.1% | -3.8% | -5.5% |
| 3M | -0.8% | +48.0% | -48.7% | -11.2% |
| 6M | +16.5% | +64.7% | -48.3% | +0.4% |
| YTD | -11.1% | +39.5% | -50.6% | -19.8% |
| 1Y | -16.7% | +74.2% | -90.9% | -29.3% |
| 3Y | -52.9% | +39.4% | -92.3% | -59.5% |
| 5Y | -3.0% | -36.9% | +33.9% | +1.1% |
| All | +136.0% | +256.1% | -120.0% | +43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling