+129.8%
NOK vs CP
+224.3%
-94.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +9.3% | +0.6% | +8.8% | +9.1% |
| 30D | +17.9% | -0.5% | +18.3% | +18.0% |
| 3M | -22.3% | +0.1% | -22.4% | -22.7% |
| 6M | +36.4% | +7.8% | +28.6% | +31.4% |
| YTD | +66.3% | +22.9% | +43.5% | +51.6% |
| 1Y | +134.4% | +21.3% | +113.1% | +114.5% |
| 3Y | +186.6% | +20.4% | +166.2% | +158.7% |
| 5Y | +102.7% | +34.9% | +67.8% | +72.3% |
| 10Y | +129.8% | +233.3% | -103.5% | +26.9% |
| All | +129.8% | +224.3% | -94.5% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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