+23.1%
NOK vs CSGP
-34.0%
+57.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +1.5% |
| 7D | -1.8% | -4.1% | +2.3% | -3.6% |
| 30D | +4.7% | +2.3% | +2.4% | +6.6% |
| 3M | -39.7% | -8.2% | -31.5% | -39.6% |
| 6M | +23.1% | -35.1% | +58.1% | +17.0% |
| All | +23.1% | -34.0% | +57.0% | +17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling