+102.7%
NOK vs CPB
-38.1%
+140.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +1.1% |
| 7D | +9.3% | -8.0% | +17.3% | +8.9% |
| 30D | +17.9% | -2.4% | +20.3% | +17.7% |
| 3M | -22.3% | +0.5% | -22.9% | -22.2% |
| 6M | +36.4% | -10.5% | +46.8% | +37.3% |
| YTD | +66.3% | -17.5% | +83.8% | +67.9% |
| 1Y | +134.4% | -31.0% | +165.5% | +139.7% |
| 3Y | +186.6% | -40.6% | +227.2% | +194.4% |
| 5Y | +102.7% | -37.7% | +140.4% | +105.9% |
| All | +102.7% | -38.1% | +140.8% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling