+134.4%
NOK vs CFG
+38.1%
+96.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +9.3% | -0.6% | +9.9% | +9.4% |
| 30D | +17.9% | -4.5% | +22.4% | +18.6% |
| 3M | -22.3% | +6.3% | -28.6% | -22.3% |
| 6M | +36.4% | +20.6% | +15.8% | +35.1% |
| YTD | +66.3% | +21.2% | +45.1% | +66.1% |
| 1Y | +134.4% | +38.2% | +96.2% | +135.9% |
| All | +134.4% | +38.1% | +96.3% | +135.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling