+105.5%
NOK vs CG
+5.2%
+100.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.3% |
| 7D | +9.3% | -6.4% | +15.8% | +11.5% |
| 30D | +17.9% | -7.1% | +24.9% | +20.2% |
| 3M | -22.3% | -1.6% | -20.7% | -22.2% |
| 6M | +36.4% | -8.3% | +44.7% | +38.8% |
| YTD | +66.3% | -23.8% | +90.1% | +77.9% |
| 1Y | +134.4% | -28.7% | +163.2% | +154.9% |
| 3Y | +186.6% | +49.2% | +137.4% | +120.3% |
| All | +105.5% | +5.2% | +100.3% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling