+129.8%
NOK vs CL
+54.1%
+75.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +9.3% | -2.3% | +11.6% | +9.9% |
| 30D | +17.9% | -5.5% | +23.3% | +19.3% |
| 3M | -22.3% | +0.8% | -23.1% | -23.1% |
| 6M | +36.4% | -4.2% | +40.6% | +36.5% |
| YTD | +66.3% | +13.4% | +52.9% | +57.6% |
| 1Y | +134.4% | +7.1% | +127.4% | +125.7% |
| 3Y | +186.6% | +29.0% | +157.6% | +155.8% |
| 5Y | +102.7% | +28.3% | +74.4% | +79.6% |
| 10Y | +129.8% | +57.3% | +72.5% | +84.1% |
| All | +129.8% | +54.1% | +75.7% | +84.1% |
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