+138.6%
NOK vs CAG
-36.2%
+174.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +4.9% |
| 7D | +11.0% | -5.7% | +16.7% | +11.6% |
| 30D | +7.8% | -2.4% | +10.3% | +8.0% |
| 3M | -21.0% | +9.8% | -30.8% | -22.2% |
| 6M | +40.9% | -10.8% | +51.7% | +42.7% |
| YTD | +72.0% | -10.8% | +82.8% | +73.7% |
| 1Y | +140.9% | -19.0% | +159.9% | +146.9% |
| 3Y | +194.3% | -39.7% | +233.9% | +215.5% |
| 5Y | +112.5% | -43.0% | +155.5% | +129.3% |
| All | +138.6% | -36.2% | +174.7% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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