+4,298.3%
NVO vs CRL
+1,327.4%
+2,970.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | -4.7% | -4.6% | -0.1% | -3.8% |
| 30D | -5.4% | +0.5% | -5.9% | -5.6% |
| 3M | +7.0% | +46.6% | -39.6% | -1.8% |
| 6M | +17.6% | +57.3% | -39.7% | +5.7% |
| YTD | -8.0% | +39.5% | -47.6% | -15.2% |
| 1Y | -13.8% | +76.9% | -90.7% | -24.5% |
| 3Y | -50.3% | +39.4% | -89.6% | -55.8% |
| 5Y | +0.7% | -37.2% | +37.8% | +2.4% |
| 10Y | +155.6% | +253.4% | -97.8% | +82.7% |
| All | +4,298.3% | +1,327.4% | +2,970.9% | +2,372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling