+1,682.3%
NOK vs CAG
+294.4%
+1,387.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.5% |
| 7D | +7.3% | -5.3% | +12.5% | +8.7% |
| 30D | +13.8% | +1.0% | +12.8% | +13.3% |
| 3M | -27.0% | +17.4% | -44.4% | -30.6% |
| 6M | +37.6% | -16.8% | +54.4% | +42.5% |
| YTD | +64.6% | -6.8% | +71.4% | +64.5% |
| 1Y | +132.0% | -15.4% | +147.4% | +137.3% |
| 3Y | +183.7% | -37.1% | +220.7% | +210.8% |
| 5Y | +101.3% | -41.3% | +142.5% | +122.7% |
| 10Y | +122.4% | -35.5% | +157.9% | +126.6% |
| All | +1,682.3% | +294.4% | +1,387.9% | +888.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling