+123.7%
NOK vs CSGP
+61.5%
+62.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.4% |
| 7D | -2.7% | -3.2% | +0.4% | -2.2% |
| 30D | -20.4% | +2.2% | -22.6% | -21.8% |
| 3M | -9.6% | -3.7% | -6.0% | -10.8% |
| 6M | -35.6% | -7.4% | -28.2% | -36.7% |
| YTD | +27.5% | -54.9% | +82.4% | +52.2% |
| 1Y | +18.4% | -54.9% | +73.3% | +41.1% |
| 3Y | +151.8% | -61.9% | +213.7% | +208.1% |
| 5Y | +61.1% | -63.1% | +124.2% | +93.7% |
| 10Y | +123.7% | +65.1% | +58.5% | +72.3% |
| All | +123.7% | +61.5% | +62.2% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling