+115.1%
NOK vs CPNG
-49.8%
+164.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +4.2% |
| 7D | +11.0% | -1.1% | +12.1% | +11.2% |
| 30D | +7.8% | -7.4% | +15.2% | +9.2% |
| 3M | -21.0% | -12.3% | -8.7% | -19.4% |
| 6M | +40.9% | -19.4% | +60.3% | +45.3% |
| YTD | +72.0% | -35.9% | +107.9% | +84.3% |
| 1Y | +140.9% | -53.4% | +194.3% | +172.4% |
| 3Y | +194.3% | -20.0% | +214.3% | +195.6% |
| All | +115.1% | -49.8% | +164.9% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling