+86.7%
NOK vs CSGP
-64.7%
+151.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.1% |
| 7D | -1.8% | -4.1% | +2.3% | -1.1% |
| 30D | +4.7% | +2.3% | +2.4% | +3.9% |
| 3M | -39.7% | -8.2% | -31.5% | -39.1% |
| 6M | +23.1% | -35.1% | +58.1% | +35.2% |
| YTD | +55.0% | -54.0% | +109.1% | +86.5% |
| 1Y | +118.0% | -65.3% | +183.4% | +186.6% |
| 3Y | +170.5% | -62.6% | +233.1% | +236.6% |
| All | +86.7% | -64.7% | +151.4% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling