+169.8%
NOK vs CF
+73.9%
+95.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +2.8% |
| 7D | -1.8% | +6.0% | -7.8% | -2.0% |
| 30D | +4.7% | +14.8% | -10.1% | +4.1% |
| 3M | -39.7% | +14.1% | -53.7% | -40.1% |
| 6M | +23.1% | +28.5% | -5.5% | +19.4% |
| YTD | +55.0% | +74.9% | -19.9% | +46.0% |
| 1Y | +118.0% | +61.7% | +56.4% | +106.7% |
| All | +169.8% | +73.9% | +95.9% | +140.8% |
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