+19.0%
NOK vs CL
+29.8%
-10.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -1.1% |
| 7D | +5.4% | +3.2% | +2.1% | +8.0% |
| 30D | -14.1% | +8.0% | -22.2% | -7.7% |
| 3M | -23.6% | +7.9% | -31.4% | -17.2% |
| 6M | -45.1% | +14.7% | -59.9% | -38.2% |
| YTD | +24.7% | +29.2% | -4.4% | +46.6% |
| 1Y | +19.0% | +29.5% | -10.5% | +39.7% |
| All | +19.0% | +29.8% | -10.8% | +39.7% |
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