+129.8%
NOK vs CFG
+308.1%
-178.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +9.3% | -0.6% | +9.9% | +9.5% |
| 30D | +17.9% | -4.5% | +22.4% | +19.3% |
| 3M | -22.3% | +6.3% | -28.6% | -23.6% |
| 6M | +36.4% | +20.6% | +15.8% | +29.3% |
| YTD | +66.3% | +21.2% | +45.1% | +57.1% |
| 1Y | +134.4% | +38.2% | +96.2% | +113.0% |
| 3Y | +186.6% | +185.9% | +0.7% | +107.9% |
| 5Y | +102.7% | +97.0% | +5.7% | +60.6% |
| 10Y | +129.8% | +306.8% | -177.0% | +33.3% |
| All | +129.8% | +308.1% | -178.3% | +33.3% |
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