+123.7%
NOK vs CMS
+134.3%
-10.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | -20.4% | +7.4% | -27.8% | -21.9% |
| 3M | -9.6% | +1.9% | -11.5% | -10.2% |
| 6M | -35.6% | -2.3% | -33.3% | -35.8% |
| YTD | +27.5% | +3.0% | +24.6% | +25.3% |
| 1Y | +18.4% | -2.8% | +21.1% | +18.2% |
| 3Y | +151.8% | +37.9% | +113.9% | +125.3% |
| 5Y | +61.1% | +34.0% | +27.2% | +44.1% |
| 10Y | +123.7% | +138.1% | -14.4% | +90.0% |
| All | +123.7% | +134.3% | -10.6% | +90.0% |
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