+151.8%
NOK vs CNH
+31.3%
+120.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.2% | +1.7% |
| 7D | -2.7% | +4.5% | -7.2% | -3.5% |
| 30D | -20.4% | +7.6% | -28.0% | -21.5% |
| 3M | -9.6% | +17.0% | -26.6% | -13.4% |
| 6M | -35.6% | +12.9% | -48.6% | -38.0% |
| YTD | +27.5% | +34.3% | -6.7% | +18.8% |
| 1Y | +18.4% | +28.5% | -10.2% | +11.2% |
| 3Y | +151.8% | +31.9% | +120.0% | +110.0% |
| All | +151.8% | +31.3% | +120.5% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling