+184.5%
NOK vs CG
+48.1%
+136.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.8% |
| 7D | +9.3% | -6.4% | +15.8% | +10.7% |
| 30D | +17.9% | -7.1% | +24.9% | +19.4% |
| 3M | -22.3% | -1.6% | -20.7% | -22.2% |
| 6M | +36.4% | -8.3% | +44.7% | +38.0% |
| YTD | +66.3% | -23.8% | +90.1% | +73.6% |
| 1Y | +134.4% | -28.7% | +163.2% | +147.6% |
| All | +184.5% | +48.1% | +136.4% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling