+4,811.9%
NVO vs CSGP
+3,270.0%
+1,541.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.3% |
| 7D | +1.3% | -3.2% | +4.4% | +1.7% |
| 30D | +5.3% | +2.2% | +3.1% | +4.8% |
| 3M | -13.6% | -3.7% | -10.0% | -13.6% |
| 6M | -10.5% | -7.4% | -3.1% | -10.2% |
| YTD | -16.0% | -54.9% | +38.9% | -8.2% |
| 1Y | -7.0% | -54.9% | +47.9% | +1.6% |
| 3Y | -56.1% | -61.9% | +5.8% | -51.6% |
| 5Y | -19.0% | -63.1% | +44.1% | -11.3% |
| 10Y | +203.7% | +65.1% | +138.5% | +182.7% |
| All | +4,811.9% | +3,270.0% | +1,541.9% | +3,939.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling