+123.8%
NOK vs CF
+546.3%
-422.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | -1.4% | -0.9% | -0.6% | -1.4% |
| 30D | -21.0% | +6.9% | -28.0% | -22.2% |
| 3M | -12.6% | +4.8% | -17.5% | -13.9% |
| 6M | -36.2% | +4.7% | -40.9% | -37.5% |
| YTD | +26.4% | +56.5% | -30.1% | +12.6% |
| 1Y | +19.6% | +48.4% | -28.8% | +7.6% |
| 3Y | +152.6% | +59.1% | +93.4% | +118.9% |
| 5Y | +57.3% | +109.5% | -52.3% | +21.4% |
| 10Y | +123.8% | +487.0% | -363.2% | +27.0% |
| All | +123.8% | +546.3% | -422.5% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling