+138.4%
NOK vs CFG
+216.8%
-78.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | -14.7% | +3.1% | -17.9% | -15.4% |
| 3M | -10.6% | -9.7% | -0.9% | -8.2% |
| 6M | -39.4% | +6.7% | -46.1% | -40.6% |
| YTD | +30.4% | +15.2% | +15.3% | +24.9% |
| 1Y | +22.3% | +28.8% | -6.5% | +13.5% |
| 3Y | +157.6% | +190.1% | -32.5% | +86.2% |
| 5Y | +64.6% | +63.4% | +1.2% | +36.5% |
| All | +138.4% | +216.8% | -78.4% | +63.2% |
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