+140.9%
NOK vs CF
+55.7%
+85.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +4.7% |
| 7D | +11.0% | -0.2% | +11.2% | +11.0% |
| 30D | +7.8% | +11.5% | -3.6% | +8.4% |
| 3M | -21.0% | +25.5% | -46.5% | -21.0% |
| 6M | +40.9% | +11.8% | +29.1% | +39.3% |
| YTD | +72.0% | +74.6% | -2.6% | +69.5% |
| 1Y | +140.9% | +57.7% | +83.2% | +139.0% |
| All | +140.9% | +55.7% | +85.2% | +139.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling