+194.3%
NOK vs CMG
-7.3%
+201.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | -2.1% | +13.0% | +11.1% |
| 30D | +7.8% | +10.9% | -3.1% | +6.8% |
| 3M | -21.0% | +15.8% | -36.8% | -22.4% |
| 6M | +40.9% | +6.9% | +33.9% | +39.7% |
| YTD | +72.0% | -2.2% | +74.2% | +72.5% |
| 1Y | +140.9% | -7.1% | +148.0% | +142.3% |
| 3Y | +194.3% | -7.1% | +201.4% | +189.0% |
| All | +194.3% | -7.3% | +201.6% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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