+133.9%
NOK vs CNH
+107.0%
+26.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -0.6% |
| 7D | +11.0% | +6.4% | +4.6% | +8.9% |
| 30D | -16.0% | -1.6% | -14.4% | -15.8% |
| 3M | -19.8% | +11.6% | -31.3% | -23.6% |
| 6M | -37.1% | +12.5% | -49.7% | -40.6% |
| YTD | +28.0% | +31.1% | -3.1% | +14.4% |
| 1Y | +17.9% | +17.0% | +1.0% | +9.2% |
| 3Y | +152.7% | +28.7% | +124.0% | +117.7% |
| 5Y | +62.3% | -17.4% | +79.7% | +58.8% |
| All | +133.9% | +107.0% | +26.8% | +54.0% |
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