+127.9%
NOK vs CP
+257.3%
-129.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | +5.4% | +2.1% | +3.2% | +4.6% |
| 30D | -14.1% | +9.3% | -23.5% | -17.2% |
| 3M | -23.6% | +0.5% | -24.0% | -24.1% |
| 6M | -45.1% | +10.4% | -55.6% | -47.7% |
| YTD | +24.7% | +28.7% | -4.0% | +11.3% |
| 1Y | +19.0% | +33.2% | -14.2% | +4.7% |
| 3Y | +147.0% | +38.4% | +108.6% | +110.0% |
| 5Y | +58.2% | +26.2% | +32.0% | +37.7% |
| All | +127.9% | +257.3% | -129.4% | +24.8% |
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