+1,268.9%
NOK vs CP
+10,284.1%
-9,015.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +5.9% |
| 7D | -1.4% | +2.8% | -4.2% | -2.6% |
| 30D | -21.0% | +11.3% | -32.4% | -25.0% |
| 3M | -12.6% | +2.9% | -15.5% | -14.2% |
| 6M | -36.2% | +9.8% | -46.0% | -39.5% |
| YTD | +26.4% | +28.5% | -2.1% | +11.1% |
| 1Y | +19.6% | +33.5% | -13.9% | +3.3% |
| 3Y | +152.6% | +31.9% | +120.6% | +115.2% |
| 5Y | +57.3% | +25.5% | +31.8% | +35.1% |
| 10Y | +123.8% | +257.6% | -133.8% | +13.1% |
| All | +1,268.9% | +10,284.1% | -9,015.2% | +106.1% |
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