+21.3%
NOK vs CNC
+122.0%
-100.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.6% | -15.2% | -4.1% |
| 7D | -10.4% | +13.4% | -23.8% | -11.8% |
| 30D | -19.0% | +18.2% | -37.2% | -21.0% |
| 3M | -16.7% | +18.6% | -35.4% | -19.5% |
| 6M | -37.1% | +41.9% | -79.1% | -41.4% |
| YTD | +27.7% | +84.7% | -57.0% | +11.2% |
| 1Y | +21.3% | +110.5% | -89.2% | +2.9% |
| All | +21.3% | +122.0% | -100.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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