+101.3%
NOK vs CFG
+100.9%
+0.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.5% |
| 7D | +7.3% | +2.7% | +4.6% | +6.3% |
| 30D | +13.8% | -3.7% | +17.5% | +15.2% |
| 3M | -27.0% | +9.5% | -36.5% | -29.2% |
| 6M | +37.6% | +22.2% | +15.4% | +28.5% |
| YTD | +64.6% | +22.3% | +42.3% | +53.1% |
| 1Y | +132.0% | +39.4% | +92.6% | +105.6% |
| 3Y | +183.7% | +188.5% | -4.8% | +84.0% |
| 5Y | +101.3% | +101.5% | -0.3% | +54.9% |
| All | +101.3% | +100.9% | +0.4% | +54.9% |
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 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