+127.9%
NOK vs CFG
+216.2%
-88.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.2% | -2.7% |
| 7D | +5.4% | +3.2% | +2.2% | +4.5% |
| 30D | -14.1% | +5.1% | -19.3% | -15.2% |
| 3M | -23.6% | -11.2% | -12.3% | -21.2% |
| 6M | -45.1% | +9.6% | -54.7% | -46.6% |
| YTD | +24.7% | +15.0% | +9.8% | +19.4% |
| 1Y | +19.0% | +29.9% | -10.8% | +10.2% |
| 3Y | +147.0% | +192.1% | -45.1% | +78.2% |
| 5Y | +58.2% | +62.3% | -4.1% | +31.5% |
| All | +127.9% | +216.2% | -88.3% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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