+1,312.4%
NOK vs CMS
+831.6%
+480.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +2.2% | -1.1% | +3.3% | +2.5% |
| 30D | -14.7% | +6.6% | -21.3% | -16.6% |
| 3M | -10.6% | +0.8% | -11.4% | -11.1% |
| 6M | -39.4% | -3.3% | -36.0% | -39.4% |
| YTD | +30.4% | +2.7% | +27.7% | +28.1% |
| 1Y | +22.3% | -4.0% | +26.3% | +22.6% |
| 3Y | +157.6% | +37.6% | +120.0% | +129.8% |
| 5Y | +64.6% | +35.4% | +29.1% | +46.2% |
| 10Y | +132.5% | +136.0% | -3.6% | +70.5% |
| All | +1,312.4% | +831.6% | +480.8% | +384.4% |
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 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