+61.1%
NOK vs CFG
+66.0%
-4.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | -20.4% | +2.8% | -23.1% | -21.0% |
| 3M | -9.6% | -10.1% | +0.5% | -6.5% |
| 6M | -35.6% | +3.2% | -38.8% | -36.6% |
| YTD | +27.5% | +14.2% | +13.3% | +21.1% |
| 1Y | +18.4% | +27.4% | -9.0% | +8.2% |
| 3Y | +151.8% | +187.6% | -35.8% | +61.3% |
| 5Y | +61.1% | +65.7% | -4.6% | +31.4% |
| All | +61.1% | +66.0% | -4.8% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling