+21.3%
NOK vs CPNG
-45.7%
+67.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.0% | -14.5% | -5.0% |
| 7D | -10.4% | +20.8% | -31.2% | -14.1% |
| 30D | -19.0% | +20.1% | -39.1% | -22.3% |
| 3M | -16.7% | +1.6% | -18.3% | -17.0% |
| 6M | -37.1% | -15.8% | -21.3% | -34.6% |
| YTD | +27.7% | -27.7% | +55.4% | +33.3% |
| 1Y | +21.3% | -46.9% | +68.2% | +31.5% |
| All | +21.3% | -45.7% | +67.0% | +31.5% |
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