+17.9%
NOK vs CSGP
-55.9%
+73.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -2.1% |
| 7D | +11.0% | -6.1% | +17.1% | +8.7% |
| 30D | -16.0% | +0.3% | -16.4% | -15.0% |
| 3M | -19.8% | -1.3% | -18.5% | -18.6% |
| 6M | -37.1% | -8.9% | -28.2% | -35.8% |
| YTD | +28.0% | -55.2% | +83.2% | +31.4% |
| 1Y | +17.9% | -56.4% | +74.3% | +22.2% |
| All | +17.9% | -55.9% | +73.9% | +22.2% |
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