+116.3%
NOK vs CNH
+64.7%
+51.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.4% | +1.4% |
| 7D | -1.8% | +23.3% | -25.1% | -8.1% |
| 30D | +4.7% | +33.5% | -28.8% | -4.6% |
| 3M | -39.7% | +32.7% | -72.4% | -45.1% |
| 6M | +23.1% | +22.2% | +0.9% | +14.1% |
| YTD | +55.0% | +57.7% | -2.7% | +32.4% |
| 1Y | +118.0% | +28.0% | +90.1% | +97.9% |
| 3Y | +170.5% | +11.5% | +159.0% | +148.4% |
| 5Y | +84.9% | +11.9% | +73.0% | +66.1% |
| 10Y | +112.0% | +162.8% | -50.8% | +35.1% |
| All | +116.3% | +64.7% | +51.6% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling