+101.3%
NOK vs CNH
+7.1%
+94.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.6% | +11.7% | +7.8% |
| 7D | +7.3% | +8.8% | -1.5% | +4.3% |
| 30D | +13.8% | +24.7% | -10.9% | +5.8% |
| 3M | -27.0% | +27.3% | -54.3% | -32.8% |
| 6M | +37.6% | +23.2% | +14.4% | +27.3% |
| YTD | +64.6% | +48.9% | +15.7% | +43.1% |
| 1Y | +132.0% | +19.4% | +112.6% | +115.6% |
| 3Y | +183.7% | +7.8% | +175.9% | +164.8% |
| 5Y | +101.3% | +8.7% | +92.6% | +81.2% |
| All | +101.3% | +7.1% | +94.2% | +81.2% |
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