+158.3%
NOK vs CSGP
-61.8%
+220.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.2% | -7.1% | +9.3% | +1.5% |
| 30D | -14.7% | +3.6% | -18.4% | -14.7% |
| 3M | -10.6% | -2.7% | -7.9% | -10.5% |
| 6M | -39.4% | -8.0% | -31.3% | -38.9% |
| YTD | +30.4% | -55.0% | +85.4% | +47.4% |
| 1Y | +22.3% | -55.8% | +78.1% | +38.7% |
| All | +158.3% | -61.8% | +220.1% | +188.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling