+45.5%
NOK vs CF
+120.6%
-75.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | -10.5% | -3.2% | -7.3% | -10.3% |
| 30D | -27.9% | +4.3% | -32.2% | -28.2% |
| 3M | -18.8% | +2.8% | -21.6% | -19.1% |
| 6M | -41.9% | +0.6% | -42.5% | -42.3% |
| YTD | +18.4% | +56.6% | -38.2% | +10.9% |
| 1Y | +10.9% | +49.6% | -38.8% | +4.4% |
| 3Y | +137.9% | +61.5% | +76.4% | +118.0% |
| All | +45.5% | +120.6% | -75.1% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling