+134.4%
NOK vs CB
+22.9%
+111.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.2% |
| 7D | +9.3% | -0.5% | +9.9% | +9.0% |
| 30D | +17.9% | -3.1% | +20.9% | +15.6% |
| 3M | -22.3% | +4.2% | -26.5% | -20.5% |
| 6M | +36.4% | +4.7% | +31.7% | +41.3% |
| YTD | +66.3% | +8.8% | +57.5% | +75.8% |
| 1Y | +134.4% | +22.6% | +111.8% | +160.1% |
| All | +134.4% | +22.9% | +111.5% | +160.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling