+132.5%
NOK vs CL
+83.5%
+48.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.2% | -0.8% | +2.9% | +2.3% |
| 30D | -14.7% | +9.5% | -24.3% | -16.5% |
| 3M | -10.6% | +6.8% | -17.4% | -12.1% |
| 6M | -39.4% | +14.3% | -53.6% | -41.9% |
| YTD | +30.4% | +26.3% | +4.2% | +20.6% |
| 1Y | +22.3% | +25.6% | -3.2% | +13.2% |
| 3Y | +157.6% | +38.5% | +119.1% | +127.4% |
| 5Y | +64.6% | +40.7% | +23.8% | +43.0% |
| 10Y | +132.5% | +83.1% | +49.4% | +80.6% |
| All | +132.5% | +83.5% | +48.9% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling