+69.5%
NOK vs CSGP
+3,294.4%
-3,224.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.7% | +7.4% | +3.9% |
| 7D | -10.5% | +1.3% | -11.8% | -11.0% |
| 30D | -27.9% | +10.7% | -38.6% | -31.1% |
| 3M | -18.8% | +3.3% | -22.0% | -21.7% |
| 6M | -41.9% | -10.3% | -31.6% | -42.8% |
| YTD | +18.4% | -54.6% | +73.0% | +38.8% |
| 1Y | +10.9% | -54.6% | +65.5% | +29.8% |
| 3Y | +137.9% | -60.3% | +198.2% | +183.2% |
| 5Y | +47.8% | -63.3% | +111.1% | +76.6% |
| 10Y | +116.4% | +66.5% | +49.9% | +61.7% |
| All | +69.5% | +3,294.4% | -3,224.9% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling