+192.2%
NOK vs CPNG
-76.8%
+268.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | +9.3% | -7.6% | +16.9% | +10.7% |
| 30D | +17.9% | -8.8% | +26.7% | +19.5% |
| 3M | -22.3% | -7.2% | -15.1% | -21.7% |
| 6M | +36.4% | -21.5% | +57.9% | +40.8% |
| YTD | +66.3% | -37.4% | +103.7% | +77.6% |
| 1Y | +134.4% | -54.3% | +188.8% | +162.4% |
| 3Y | +186.6% | -20.3% | +206.9% | +188.7% |
| 5Y | +102.7% | -51.2% | +153.9% | +99.5% |
| All | +192.2% | -76.8% | +268.9% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling