+202.5%
NVO vs CSGP
+72.5%
+129.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.1% |
| 7D | +2.3% | -1.8% | +4.1% | +2.7% |
| 30D | +7.1% | +5.3% | +1.8% | +5.4% |
| 3M | -11.3% | +3.3% | -14.6% | -12.7% |
| 6M | -9.0% | -4.7% | -4.4% | -9.2% |
| YTD | -14.6% | -53.5% | +38.9% | +0.2% |
| 1Y | -4.9% | -53.7% | +48.8% | +11.6% |
| 3Y | -54.9% | -59.7% | +4.9% | -46.6% |
| 5Y | -18.7% | -62.5% | +43.8% | -4.7% |
| 10Y | +202.5% | +67.3% | +135.2% | +166.2% |
| All | +202.5% | +72.5% | +129.9% | +166.2% |
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