+102.8%
NOK vs CVS
+31.1%
+71.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +8.7% | -2.0% | +10.7% | +9.0% |
| 30D | +12.5% | +1.9% | +10.6% | +12.1% |
| 3M | -20.7% | -2.2% | -18.6% | -20.6% |
| 6M | +36.2% | +26.7% | +9.4% | +30.7% |
| YTD | +64.1% | +22.9% | +41.3% | +57.9% |
| 1Y | +132.4% | +32.9% | +99.5% | +121.0% |
| 3Y | +182.9% | +62.3% | +120.6% | +154.4% |
| 5Y | +102.8% | +34.2% | +68.6% | +95.7% |
| All | +102.8% | +31.1% | +71.7% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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