+45.5%
NOK vs CSGP
-63.4%
+108.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.7% | +7.4% | +3.2% |
| 7D | -10.5% | +1.3% | -11.8% | -10.7% |
| 30D | -27.9% | +10.7% | -38.6% | -29.7% |
| 3M | -18.8% | +3.3% | -22.0% | -20.5% |
| 6M | -41.9% | -10.3% | -31.6% | -42.0% |
| YTD | +18.4% | -54.6% | +73.0% | +41.7% |
| 1Y | +10.9% | -54.6% | +65.5% | +32.6% |
| 3Y | +137.9% | -60.3% | +198.2% | +186.8% |
| All | +45.5% | -63.4% | +108.9% | +81.2% |
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