+21.3%
NOK vs CMS
+1.4%
+19.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.0% |
| 7D | -10.4% | +4.1% | -14.5% | -8.8% |
| 30D | -19.0% | +10.9% | -29.9% | -16.3% |
| 3M | -16.7% | -0.2% | -16.5% | -16.6% |
| 6M | -37.1% | -4.7% | -32.4% | -36.8% |
| YTD | +27.7% | +3.9% | +23.8% | +27.2% |
| 1Y | +21.3% | +0.4% | +20.9% | +23.1% |
| All | +21.3% | +1.4% | +19.9% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling