+127.9%
NOK vs CL
+88.0%
+39.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.8% |
| 7D | +5.4% | +3.2% | +2.1% | +4.8% |
| 30D | -14.1% | +8.0% | -22.2% | -15.6% |
| 3M | -23.6% | +7.9% | -31.4% | -25.0% |
| 6M | -45.1% | +14.7% | -59.9% | -47.4% |
| YTD | +24.7% | +29.2% | -4.4% | +14.8% |
| 1Y | +19.0% | +29.5% | -10.5% | +9.3% |
| 3Y | +147.0% | +40.7% | +106.4% | +117.6% |
| 5Y | +58.2% | +43.9% | +14.3% | +36.9% |
| All | +127.9% | +88.0% | +39.9% | +75.3% |
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