+118.0%
NOK vs CMS
-1.9%
+119.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.6% |
| 7D | -1.8% | +0.4% | -2.1% | -1.6% |
| 30D | +4.7% | -3.6% | +8.3% | +3.2% |
| 3M | -39.7% | -1.9% | -37.7% | -41.3% |
| 6M | +23.1% | -11.0% | +34.0% | +20.8% |
| YTD | +55.0% | +0.2% | +54.8% | +56.6% |
| 1Y | +118.0% | -1.3% | +119.4% | +116.6% |
| All | +118.0% | -1.9% | +119.9% | +116.6% |
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