+127.6%
NOK vs CPB
-45.5%
+173.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.8% |
| 7D | +8.7% | -5.4% | +14.1% | +9.3% |
| 30D | +12.5% | -7.8% | +20.3% | +13.3% |
| 3M | -20.7% | -6.9% | -13.8% | -20.4% |
| 6M | +36.2% | -12.2% | +48.3% | +37.6% |
| YTD | +64.1% | -21.1% | +85.2% | +68.3% |
| 1Y | +132.4% | -33.5% | +165.9% | +145.0% |
| 3Y | +182.9% | -43.2% | +226.0% | +202.9% |
| 5Y | +102.8% | -40.9% | +143.7% | +112.1% |
| All | +127.6% | -45.5% | +173.1% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling