+61.1%
NOK vs CNH
-9.2%
+70.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.2% | +2.1% |
| 7D | -2.7% | +4.5% | -7.2% | -3.9% |
| 30D | -20.4% | +7.6% | -28.0% | -22.2% |
| 3M | -9.6% | +17.0% | -26.6% | -15.0% |
| 6M | -35.6% | +12.9% | -48.6% | -39.1% |
| YTD | +27.5% | +34.3% | -6.7% | +13.4% |
| 1Y | +18.4% | +28.5% | -10.2% | +6.6% |
| 3Y | +151.8% | +31.9% | +120.0% | +111.9% |
| 5Y | +61.1% | -9.6% | +70.7% | +52.6% |
| All | +61.1% | -9.2% | +70.4% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling