-56.5%
NVO vs CSGP
-60.4%
+3.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +1.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +5.4% | +10.7% | -5.3% | +2.3% |
| 3M | -11.2% | +3.3% | -14.5% | -12.6% |
| 6M | -10.8% | -10.3% | -0.5% | -9.7% |
| YTD | -16.8% | -54.6% | +37.7% | -1.0% |
| 1Y | -9.0% | -54.6% | +45.6% | +8.3% |
| 3Y | -56.5% | -60.3% | +3.8% | -47.7% |
| All | -56.5% | -60.4% | +3.9% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling