+127.6%
NOK vs CNH
+157.1%
-29.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.4% |
| 7D | +8.7% | -2.5% | +11.2% | +9.3% |
| 30D | +12.5% | +27.0% | -14.5% | +3.7% |
| 3M | -20.7% | +32.6% | -53.4% | -28.2% |
| 6M | +36.2% | +23.6% | +12.6% | +25.3% |
| YTD | +64.1% | +47.8% | +16.3% | +42.3% |
| 1Y | +132.4% | +21.3% | +111.1% | +113.7% |
| 3Y | +182.9% | +7.0% | +175.9% | +162.1% |
| 5Y | +102.8% | +10.2% | +92.6% | +82.0% |
| All | +127.6% | +157.1% | -29.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling