+153.4%
NOK vs CF
+68.7%
+84.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.9% |
| 7D | +11.0% | +5.4% | +5.6% | +11.0% |
| 30D | -16.0% | +6.5% | -22.6% | -15.9% |
| 3M | -19.8% | +4.6% | -24.4% | -19.7% |
| 6M | -37.1% | -3.3% | -33.8% | -37.0% |
| YTD | +28.0% | +63.9% | -35.9% | +21.3% |
| 1Y | +17.9% | +50.4% | -32.5% | +12.8% |
| All | +153.4% | +68.7% | +84.8% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling