+184.5%
NOK vs CAG
-37.6%
+222.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.9% |
| 7D | +9.3% | -6.6% | +16.0% | +8.5% |
| 30D | +17.9% | +2.3% | +15.6% | +18.1% |
| 3M | -22.3% | +16.3% | -38.6% | -21.1% |
| 6M | +36.4% | -16.0% | +52.4% | +39.7% |
| YTD | +66.3% | -7.7% | +74.0% | +69.6% |
| 1Y | +134.4% | -16.0% | +150.5% | +141.4% |
| All | +184.5% | -37.6% | +222.1% | +201.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling