+115.1%
NOK vs CAG
-43.1%
+158.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +4.8% |
| 7D | +11.0% | -5.7% | +16.7% | +11.0% |
| 30D | +7.8% | -2.4% | +10.3% | +7.8% |
| 3M | -21.0% | +9.8% | -30.8% | -21.3% |
| 6M | +40.9% | -10.8% | +51.7% | +43.4% |
| YTD | +72.0% | -10.8% | +82.8% | +74.6% |
| 1Y | +140.9% | -19.0% | +159.9% | +148.1% |
| 3Y | +194.3% | -39.7% | +233.9% | +217.3% |
| All | +115.1% | -43.1% | +158.2% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling