+129.8%
NOK vs CLF
+116.4%
+13.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.3% |
| 7D | +9.3% | -2.7% | +12.0% | +9.8% |
| 30D | +17.9% | -3.2% | +21.1% | +18.3% |
| 3M | -22.3% | -5.0% | -17.4% | -22.2% |
| 6M | +36.4% | +26.6% | +9.8% | +30.8% |
| YTD | +66.3% | -9.0% | +75.3% | +65.7% |
| 1Y | +134.4% | +11.8% | +122.6% | +124.4% |
| 3Y | +186.6% | -15.1% | +201.7% | +172.3% |
| 5Y | +102.7% | -48.2% | +150.9% | +100.1% |
| 10Y | +129.8% | +127.6% | +2.2% | +50.3% |
| All | +129.8% | +116.4% | +13.4% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling