+152.6%
NOK vs CP
+30.2%
+122.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +6.4% |
| 7D | -1.4% | +2.8% | -4.2% | -1.9% |
| 30D | -21.0% | +11.3% | -32.4% | -22.9% |
| 3M | -12.6% | +2.9% | -15.5% | -13.1% |
| 6M | -36.2% | +9.8% | -46.0% | -37.9% |
| YTD | +26.4% | +28.5% | -2.1% | +17.3% |
| 1Y | +19.6% | +33.5% | -13.9% | +9.5% |
| 3Y | +152.6% | +31.9% | +120.6% | +122.9% |
| All | +152.6% | +30.2% | +122.3% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling