-39.4%
NOK vs CMS
-3.1%
-36.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.0% |
| 7D | +2.2% | -1.1% | +3.3% | +0.8% |
| 30D | -14.7% | +6.6% | -21.3% | -8.3% |
| 3M | -10.6% | +0.8% | -11.4% | -10.7% |
| 6M | -39.4% | -3.3% | -36.0% | -43.0% |
| All | -39.4% | -3.1% | -36.2% | -43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling