+115.1%
NOK vs CNC
+10.7%
+104.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.6% |
| 7D | +11.0% | -0.9% | +11.9% | +11.1% |
| 30D | +7.8% | -1.0% | +8.8% | +7.9% |
| 3M | -21.0% | +4.5% | -25.5% | -21.5% |
| 6M | +40.9% | +85.2% | -44.3% | +31.5% |
| YTD | +72.0% | +61.4% | +10.6% | +62.0% |
| 1Y | +140.9% | +94.9% | +46.0% | +121.9% |
| 3Y | +194.3% | 0.0% | +194.3% | +185.7% |
| All | +115.1% | +10.7% | +104.4% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling