+118.0%
NOK vs CPNG
-45.9%
+163.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.0% |
| 7D | -1.8% | -7.4% | +5.7% | -0.1% |
| 30D | +4.7% | -4.4% | +9.1% | +5.6% |
| 3M | -39.7% | -7.5% | -32.1% | -38.8% |
| 6M | +23.1% | -19.9% | +43.0% | +28.3% |
| YTD | +55.0% | -35.2% | +90.2% | +65.6% |
| 1Y | +118.0% | -46.8% | +164.8% | +134.7% |
| All | +118.0% | -45.9% | +163.9% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling