+45.5%
NOK vs CL
+39.7%
+5.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.8% | +2.6% |
| 7D | -10.5% | +1.3% | -11.8% | -10.4% |
| 30D | -27.9% | +11.4% | -39.2% | -27.9% |
| 3M | -18.8% | +4.4% | -23.2% | -18.5% |
| 6M | -41.9% | +10.8% | -52.7% | -42.4% |
| YTD | +18.4% | +25.1% | -6.7% | +14.0% |
| 1Y | +10.9% | +28.0% | -17.1% | +6.0% |
| 3Y | +137.9% | +37.6% | +100.3% | +119.1% |
| All | +45.5% | +39.7% | +5.8% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling