+101.3%
NOK vs CMS
+26.5%
+74.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.1% |
| 7D | +7.3% | +1.2% | +6.0% | +7.0% |
| 30D | +13.8% | -3.2% | +16.9% | +14.5% |
| 3M | -27.0% | -2.2% | -24.8% | -27.2% |
| 6M | +37.6% | -9.4% | +47.0% | +40.1% |
| YTD | +64.6% | +0.7% | +63.9% | +62.6% |
| 1Y | +132.0% | +0.4% | +131.7% | +128.8% |
| 3Y | +183.7% | +35.2% | +148.5% | +150.5% |
| 5Y | +101.3% | +24.1% | +77.2% | +81.4% |
| All | +101.3% | +26.5% | +74.8% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling