+5,524.0%
NVO vs CSGP
+3,334.4%
+2,189.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | +2.2% | -4.1% | +6.2% | +2.7% |
| 30D | +6.0% | +2.3% | +3.7% | +5.6% |
| 3M | +7.9% | -8.2% | +16.0% | +8.7% |
| 6M | +27.1% | -35.1% | +62.1% | +33.4% |
| YTD | -3.8% | -54.0% | +50.2% | +5.1% |
| 1Y | -12.8% | -65.3% | +52.5% | -1.7% |
| 3Y | -46.3% | -62.6% | +16.3% | -40.5% |
| 5Y | +3.6% | -64.8% | +68.4% | +14.3% |
| 10Y | +157.0% | +45.1% | +111.9% | +142.8% |
| All | +5,524.0% | +3,334.4% | +2,189.5% | +4,528.0% |
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