+328.4%
NOK vs CG
+351.2%
-22.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.2% |
| 7D | -1.8% | -4.3% | +2.6% | -0.5% |
| 30D | +4.7% | -5.1% | +9.8% | +6.2% |
| 3M | -39.7% | +8.7% | -48.3% | -41.3% |
| 6M | +23.1% | -9.2% | +32.3% | +25.8% |
| YTD | +55.0% | -18.9% | +73.9% | +62.8% |
| 1Y | +118.0% | -25.6% | +143.7% | +133.9% |
| 3Y | +170.5% | +57.3% | +113.2% | +116.7% |
| 5Y | +84.9% | +10.2% | +74.7% | +61.0% |
| 10Y | +112.0% | +364.2% | -252.2% | +14.8% |
| All | +328.4% | +351.2% | -22.8% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling