+138.6%
NOK vs CG
+314.7%
-176.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +5.3% |
| 7D | +11.0% | -9.9% | +20.8% | +14.5% |
| 30D | +7.8% | -11.7% | +19.5% | +11.8% |
| 3M | -21.0% | -4.3% | -16.7% | -20.2% |
| 6M | +40.9% | -8.8% | +49.6% | +43.7% |
| YTD | +72.0% | -26.9% | +98.9% | +86.8% |
| 1Y | +140.9% | -35.4% | +176.3% | +171.1% |
| 3Y | +194.3% | +43.0% | +151.2% | +137.2% |
| 5Y | +112.5% | +1.9% | +110.6% | +86.5% |
| All | +138.6% | +314.7% | -176.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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