-12.4%
NOK vs CF
+5,315.1%
-5,327.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | -10.5% | -3.2% | -7.3% | -10.0% |
| 30D | -27.9% | +4.3% | -32.2% | -29.0% |
| 3M | -18.8% | +2.8% | -21.6% | -20.1% |
| 6M | -41.9% | +0.6% | -42.5% | -43.0% |
| YTD | +18.4% | +56.6% | -38.2% | +1.7% |
| 1Y | +10.9% | +49.6% | -38.8% | -3.7% |
| 3Y | +137.9% | +61.5% | +76.4% | +97.1% |
| 5Y | +47.8% | +124.0% | -76.2% | +5.9% |
| 10Y | +116.4% | +573.2% | -456.8% | +2.3% |
| All | -12.4% | +5,315.1% | -5,327.5% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling