+1,578.5%
NOK vs CMS
+808.7%
+769.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -1.8% | +0.4% | -2.1% | -1.9% |
| 30D | +4.7% | -3.6% | +8.3% | +5.8% |
| 3M | -39.7% | -1.9% | -37.7% | -39.7% |
| 6M | +23.1% | -11.0% | +34.0% | +26.6% |
| YTD | +55.0% | +0.2% | +54.8% | +53.8% |
| 1Y | +118.0% | -1.3% | +119.4% | +116.9% |
| 3Y | +170.5% | +35.9% | +134.6% | +142.7% |
| 5Y | +84.9% | +23.1% | +61.8% | +69.3% |
| 10Y | +112.0% | +117.9% | -5.9% | +59.5% |
| All | +1,578.5% | +808.7% | +769.8% | +481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling