+123.7%
NOK vs CP
+255.2%
-131.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | -2.7% | +2.8% | -5.5% | -3.7% |
| 30D | -20.4% | +11.0% | -31.4% | -23.7% |
| 3M | -9.6% | +3.8% | -13.5% | -11.3% |
| 6M | -35.6% | +9.5% | -45.1% | -38.5% |
| YTD | +27.5% | +28.2% | -0.7% | +13.9% |
| 1Y | +18.4% | +33.0% | -14.6% | +4.2% |
| 3Y | +151.8% | +35.5% | +116.3% | +115.9% |
| 5Y | +61.1% | +25.8% | +35.3% | +40.4% |
| 10Y | +123.7% | +250.7% | -127.0% | +20.6% |
| All | +123.7% | +255.2% | -131.5% | +20.6% |
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