+89.6%
NOK vs CP
+34.7%
+54.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.5% |
| 7D | -1.8% | -2.7% | +0.9% | -0.8% |
| 30D | +4.7% | +0.2% | +4.5% | +4.6% |
| 3M | -39.7% | +2.6% | -42.2% | -40.5% |
| 6M | +23.1% | +6.0% | +17.1% | +19.5% |
| YTD | +55.0% | +24.9% | +30.1% | +40.7% |
| 1Y | +118.0% | +20.1% | +97.9% | +100.9% |
| 3Y | +170.5% | +16.4% | +154.1% | +147.5% |
| All | +89.6% | +34.7% | +54.9% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling