+102.8%
NOK vs CHD
+19.7%
+83.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | +8.7% | -4.7% | +13.4% | +8.7% |
| 30D | +12.5% | -8.3% | +20.8% | +12.5% |
| 3M | -20.7% | -4.0% | -16.7% | -20.8% |
| 6M | +36.2% | -6.5% | +42.7% | +36.5% |
| YTD | +64.1% | +13.1% | +51.1% | +61.8% |
| 1Y | +132.4% | +2.3% | +130.1% | +132.0% |
| 3Y | +182.9% | +1.8% | +181.1% | +181.0% |
| 5Y | +102.8% | +20.6% | +82.2% | +111.4% |
| All | +102.8% | +19.7% | +83.1% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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