-45.1%
NOK vs CPB
+15.2%
-60.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.7% | -0.5% |
| 7D | +5.4% | -1.6% | +6.9% | +4.4% |
| 30D | -14.1% | +19.2% | -33.3% | -3.1% |
| 3M | -23.6% | -1.0% | -22.6% | -20.7% |
| 6M | -45.1% | +15.2% | -60.3% | -33.7% |
| All | -45.1% | +15.2% | -60.3% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling