-41.9%
NOK vs CF
-1.3%
-40.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.9% |
| 7D | -10.5% | -3.2% | -7.3% | -10.6% |
| 30D | -27.9% | +4.3% | -32.2% | -26.7% |
| 3M | -18.8% | +2.8% | -21.6% | -17.3% |
| 6M | -41.9% | +0.6% | -42.5% | -41.6% |
| All | -41.9% | -1.3% | -40.6% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling