+123.7%
NOK vs CL
+78.1%
+45.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -2.7% | +2.6% | -5.3% | -3.2% |
| 30D | -20.4% | +11.8% | -32.1% | -22.4% |
| 3M | -9.6% | +5.9% | -15.5% | -11.0% |
| 6M | -35.6% | +13.3% | -49.0% | -38.3% |
| YTD | +27.5% | +27.1% | +0.4% | +17.7% |
| 1Y | +18.4% | +28.0% | -9.6% | +8.9% |
| 3Y | +151.8% | +39.4% | +112.4% | +121.9% |
| 5Y | +61.1% | +40.8% | +20.4% | +40.1% |
| 10Y | +123.7% | +84.9% | +38.8% | +73.0% |
| All | +123.7% | +78.1% | +45.6% | +73.0% |
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