+1,578.5%
NOK vs CL
+2,572.2%
-993.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.1% | +3.2% |
| 7D | -1.8% | -2.2% | +0.4% | -0.9% |
| 30D | +4.7% | -4.8% | +9.5% | +6.6% |
| 3M | -39.7% | +4.9% | -44.6% | -41.6% |
| 6M | +23.1% | -5.7% | +28.8% | +23.9% |
| YTD | +55.0% | +14.4% | +40.6% | +43.7% |
| 1Y | +118.0% | +8.7% | +109.3% | +105.3% |
| 3Y | +170.5% | +30.0% | +140.5% | +133.4% |
| 5Y | +84.9% | +28.4% | +56.5% | +58.7% |
| 10Y | +112.0% | +50.1% | +61.9% | +65.2% |
| All | +1,578.5% | +2,572.2% | -993.7% | +485.5% |
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