+122.4%
NOK vs CF
+589.1%
-466.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.4% | +6.1% |
| 7D | +7.3% | -0.9% | +8.2% | +7.4% |
| 30D | +13.8% | +18.1% | -4.3% | +10.2% |
| 3M | -27.0% | +23.4% | -50.4% | -30.2% |
| 6M | +37.6% | +17.1% | +20.5% | +31.3% |
| YTD | +64.6% | +76.2% | -11.6% | +44.0% |
| 1Y | +132.0% | +62.3% | +69.8% | +106.0% |
| 3Y | +183.7% | +71.8% | +111.8% | +143.5% |
| 5Y | +101.3% | +234.6% | -133.3% | +39.0% |
| 10Y | +122.4% | +574.3% | -451.9% | +21.1% |
| All | +122.4% | +589.1% | -466.7% | +21.1% |
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