+132.5%
NOK vs CNH
+113.9%
+18.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.7% |
| 7D | +2.2% | +6.7% | -4.5% | +0.3% |
| 30D | -14.7% | +7.2% | -22.0% | -16.7% |
| 3M | -10.6% | +17.5% | -28.1% | -16.1% |
| 6M | -39.4% | +15.0% | -54.3% | -43.1% |
| YTD | +30.4% | +36.8% | -6.3% | +15.1% |
| 1Y | +22.3% | +27.6% | -5.3% | +10.2% |
| 3Y | +157.6% | +34.3% | +123.3% | +119.1% |
| 5Y | +64.6% | -12.2% | +76.8% | +58.1% |
| 10Y | +132.5% | +113.9% | +18.6% | +50.4% |
| All | +132.5% | +113.9% | +18.6% | +50.4% |
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