+1,285.7%
NOK vs CP
+10,347.0%
-9,061.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | +11.0% | +0.9% | +10.1% | +10.6% |
| 30D | -16.0% | +10.3% | -26.4% | -19.9% |
| 3M | -19.8% | +2.3% | -22.1% | -21.1% |
| 6M | -37.1% | +10.7% | -47.8% | -40.6% |
| YTD | +28.0% | +29.3% | -1.3% | +12.1% |
| 1Y | +17.9% | +31.5% | -13.5% | +2.6% |
| 3Y | +152.7% | +36.7% | +116.0% | +112.1% |
| 5Y | +62.3% | +26.8% | +35.5% | +38.8% |
| 10Y | +128.1% | +260.1% | -132.0% | +14.9% |
| All | +1,285.7% | +10,347.0% | -9,061.4% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling