+214.7%
NVO vs CSGP
+62.1%
+152.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.6% | -7.1% | +4.5% | -0.9% |
| 30D | +6.5% | +3.6% | +2.9% | +5.2% |
| 3M | -11.8% | -2.7% | -9.0% | -11.9% |
| 6M | -10.3% | -8.0% | -2.3% | -9.7% |
| YTD | -15.2% | -55.0% | +39.8% | +0.3% |
| 1Y | -12.2% | -55.8% | +43.5% | +4.1% |
| 3Y | -55.7% | -62.0% | +6.3% | -46.8% |
| 5Y | -18.7% | -62.9% | +44.2% | -4.4% |
| All | +214.7% | +62.1% | +152.6% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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