+129.8%
NOK vs CMS
+116.0%
+13.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +9.3% | +0.2% | +9.2% | +9.3% |
| 30D | +17.9% | -1.3% | +19.1% | +18.2% |
| 3M | -22.3% | -5.4% | -16.9% | -21.6% |
| 6M | +36.4% | -10.3% | +46.7% | +39.4% |
| YTD | +66.3% | -0.2% | +66.5% | +65.1% |
| 1Y | +134.4% | -0.9% | +135.3% | +132.7% |
| 3Y | +186.6% | +34.0% | +152.6% | +158.9% |
| 5Y | +102.7% | +23.6% | +79.1% | +85.6% |
| 10Y | +129.8% | +122.2% | +7.6% | +98.7% |
| All | +129.8% | +116.0% | +13.8% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling