-8.2%
NVO vs CRS
-3.8%
-4.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.5% | +5.0% |
| 7D | +10.2% | +4.3% | +5.8% | +10.1% |
| 30D | +12.4% | -25.5% | +37.8% | +12.6% |
| 3M | -3.5% | -48.7% | +45.2% | -2.9% |
| 6M | -3.8% | -31.6% | +27.9% | -6.0% |
| YTD | -13.0% | -7.0% | -5.9% | -14.5% |
| 1Y | -8.2% | -4.5% | -3.7% | -10.5% |
| All | -8.2% | -3.8% | -4.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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