+132.5%
NOK vs CSGP
+65.4%
+67.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.2% | -7.1% | +9.3% | +3.6% |
| 30D | -14.7% | +3.6% | -18.4% | -16.5% |
| 3M | -10.6% | -2.7% | -7.9% | -11.9% |
| 6M | -39.4% | -8.0% | -31.3% | -40.2% |
| YTD | +30.4% | -55.0% | +85.4% | +55.8% |
| 1Y | +22.3% | -55.8% | +78.1% | +46.7% |
| 3Y | +157.6% | -62.0% | +219.6% | +215.4% |
| 5Y | +64.6% | -62.9% | +127.5% | +97.5% |
| 10Y | +132.5% | +62.6% | +69.9% | +77.7% |
| All | +132.5% | +65.4% | +67.0% | +77.7% |
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