-32.5%
CBRS vs NOK
-33.8%
+1.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.7% | +7.6% | +9.3% |
| 7D | +17.3% | -1.8% | +19.1% | +18.1% |
| 30D | -2.0% | +4.7% | -6.7% | -3.4% |
| 3M | -2.5% | -39.7% | +37.2% | -11.9% |
| All | -32.5% | -33.8% | +1.3% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 1y: compounded portfolio wealth divided by compounded NOK 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…
1y analysis · Full analysis span regression · Available span rolling