+132.0%
NOK vs CL
+6.7%
+125.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +5.9% |
| 7D | +7.3% | -1.4% | +8.6% | +6.4% |
| 30D | +13.8% | -5.2% | +19.0% | +10.4% |
| 3M | -27.0% | +3.3% | -30.3% | -25.9% |
| 6M | +37.6% | -4.4% | +42.0% | +35.9% |
| YTD | +64.6% | +13.9% | +50.7% | +77.9% |
| 1Y | +132.0% | +7.6% | +124.4% | +154.7% |
| All | +132.0% | +6.7% | +125.3% | +154.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling