+132.4%
NOK vs CP
+20.0%
+112.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | +8.7% | -2.7% | +11.4% | +8.7% |
| 30D | +12.5% | -3.4% | +15.9% | +12.6% |
| 3M | -20.7% | -0.6% | -20.1% | -20.6% |
| 6M | +36.2% | +6.3% | +29.9% | +34.0% |
| YTD | +64.1% | +21.2% | +43.0% | +68.5% |
| 1Y | +132.4% | +20.0% | +112.4% | +138.8% |
| All | +132.4% | +20.0% | +112.4% | +138.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling