+123.7%
NOK vs CB
+246.9%
-123.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | -20.4% | +8.2% | -28.5% | -22.3% |
| 3M | -9.6% | +6.3% | -15.9% | -11.6% |
| 6M | -35.6% | +16.2% | -51.8% | -39.6% |
| YTD | +27.5% | +19.3% | +8.2% | +18.4% |
| 1Y | +18.4% | +29.2% | -10.9% | +6.8% |
| 3Y | +151.8% | +71.4% | +80.4% | +101.8% |
| 5Y | +61.1% | +104.2% | -43.1% | +19.7% |
| 10Y | +123.7% | +246.7% | -123.0% | +17.2% |
| All | +123.7% | +246.9% | -123.2% | +17.2% |
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