+1,682.3%
NOK vs CVS
+1,898.8%
-216.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.4% |
| 7D | +7.3% | -1.6% | +8.8% | +7.8% |
| 30D | +13.8% | +0.4% | +13.4% | +13.5% |
| 3M | -27.0% | -0.4% | -26.6% | -27.1% |
| 6M | +37.6% | +25.1% | +12.5% | +27.5% |
| YTD | +64.6% | +23.9% | +40.7% | +52.2% |
| 1Y | +132.0% | +41.1% | +91.0% | +105.7% |
| 3Y | +183.7% | +63.6% | +120.0% | +129.3% |
| 5Y | +101.3% | +31.5% | +69.8% | +72.6% |
| 10Y | +122.4% | +40.5% | +81.9% | +78.4% |
| All | +1,682.3% | +1,898.8% | -216.5% | +558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling