+134.4%
NOK vs CMS
-0.2%
+134.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +0.7% |
| 7D | +9.3% | +0.2% | +9.2% | +9.4% |
| 30D | +17.9% | -1.3% | +19.1% | +17.4% |
| 3M | -22.3% | -5.4% | -16.9% | -24.8% |
| 6M | +36.4% | -10.3% | +46.7% | +33.9% |
| YTD | +66.3% | -0.2% | +66.5% | +67.7% |
| 1Y | +134.4% | -0.9% | +135.3% | +131.1% |
| All | +134.4% | -0.2% | +134.6% | +131.1% |
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