+11.1%
NOK vs CMG
+3,903.3%
-3,892.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.6% |
| 7D | +9.3% | -6.5% | +15.8% | +11.1% |
| 30D | +17.9% | +12.1% | +5.7% | +14.4% |
| 3M | -22.3% | +20.6% | -42.9% | -26.5% |
| 6M | +36.4% | +2.1% | +34.3% | +33.4% |
| YTD | +66.3% | -2.6% | +68.9% | +64.2% |
| 1Y | +134.4% | -8.7% | +143.1% | +133.1% |
| 3Y | +186.6% | -7.4% | +194.0% | +177.2% |
| 5Y | +102.7% | -5.7% | +108.3% | +91.4% |
| 10Y | +129.8% | +322.3% | -192.5% | +40.3% |
| All | +11.1% | +3,903.3% | -3,892.2% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling