+129.8%
NOK vs CB
+219.8%
-90.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +9.3% | -0.5% | +9.9% | +9.4% |
| 30D | +17.9% | -3.1% | +20.9% | +18.8% |
| 3M | -22.3% | +4.2% | -26.5% | -24.2% |
| 6M | +36.4% | +4.7% | +31.7% | +32.5% |
| YTD | +66.3% | +8.8% | +57.5% | +59.1% |
| 1Y | +134.4% | +22.6% | +111.8% | +114.1% |
| 3Y | +186.6% | +70.6% | +116.0% | +128.1% |
| 5Y | +102.7% | +99.4% | +3.2% | +50.9% |
| 10Y | +129.8% | +223.5% | -93.6% | +25.9% |
| All | +129.8% | +219.8% | -90.0% | +25.9% |
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