+1,312.4%
NOK vs CL
+2,866.9%
-1,554.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.2% | -0.8% | +2.9% | +2.5% |
| 30D | -14.7% | +9.5% | -24.3% | -18.3% |
| 3M | -10.6% | +6.8% | -17.4% | -13.7% |
| 6M | -39.4% | +14.3% | -53.6% | -43.9% |
| YTD | +30.4% | +27.0% | +3.5% | +15.1% |
| 1Y | +22.3% | +26.3% | -4.0% | +8.0% |
| 3Y | +157.6% | +39.3% | +118.3% | +114.9% |
| 5Y | +64.6% | +41.5% | +23.0% | +34.9% |
| 10Y | +132.5% | +84.1% | +48.4% | +65.2% |
| All | +1,312.4% | +2,866.9% | -1,554.5% | +368.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling