+140.9%
NOK vs CG
-33.8%
+174.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +5.0% |
| 7D | +11.0% | -9.9% | +20.8% | +12.6% |
| 30D | +7.8% | -11.7% | +19.5% | +9.7% |
| 3M | -21.0% | -4.3% | -16.7% | -20.5% |
| 6M | +40.9% | -8.8% | +49.6% | +42.1% |
| YTD | +72.0% | -26.9% | +98.9% | +75.1% |
| 1Y | +140.9% | -35.4% | +176.3% | +150.8% |
| All | +140.9% | -33.8% | +174.7% | +150.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling