+21.3%
NOK vs CLF
+12.5%
+8.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.2% | +6.6% | -0.7% |
| 7D | -10.4% | -7.9% | -2.5% | -8.9% |
| 30D | -19.0% | +5.2% | -24.3% | -19.8% |
| 3M | -16.7% | +4.3% | -21.0% | -17.6% |
| 6M | -37.1% | +25.3% | -62.4% | -39.1% |
| YTD | +27.7% | -3.3% | +31.0% | +23.6% |
| 1Y | +21.3% | +20.2% | +1.1% | +11.2% |
| All | +21.3% | +12.5% | +8.8% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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