+118.0%
NOK vs CSGP
-64.9%
+183.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.2% |
| 7D | -1.8% | -4.1% | +2.3% | -2.5% |
| 30D | +4.7% | +2.3% | +2.4% | +5.3% |
| 3M | -39.7% | -8.2% | -31.5% | -38.8% |
| 6M | +23.1% | -35.1% | +58.1% | +28.4% |
| YTD | +55.0% | -54.0% | +109.1% | +68.7% |
| 1Y | +118.0% | -65.3% | +183.4% | +161.3% |
| All | +118.0% | -64.9% | +183.0% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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