+127.9%
NOK vs CB
+250.2%
-122.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | +5.4% | +2.9% | +2.4% | +4.5% |
| 30D | -14.1% | +7.3% | -21.5% | -16.0% |
| 3M | -23.6% | +9.4% | -33.0% | -25.9% |
| 6M | -45.1% | +19.6% | -64.8% | -48.9% |
| YTD | +24.7% | +21.5% | +3.2% | +15.3% |
| 1Y | +19.0% | +28.0% | -9.0% | +8.0% |
| 3Y | +147.0% | +74.9% | +72.1% | +96.8% |
| 5Y | +58.2% | +108.1% | -50.0% | +16.9% |
| All | +127.9% | +250.2% | -122.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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