+123.7%
NOK vs CLF
+82.3%
+41.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.1% |
| 7D | -2.7% | -9.1% | +6.3% | -1.3% |
| 30D | -20.4% | -0.9% | -19.4% | -20.3% |
| 3M | -9.6% | +3.0% | -12.6% | -10.3% |
| 6M | -35.6% | +16.7% | -52.3% | -37.5% |
| YTD | +27.5% | -3.2% | +30.7% | +25.7% |
| 1Y | +18.4% | +24.6% | -6.2% | +12.5% |
| 3Y | +151.8% | -22.3% | +174.1% | +142.9% |
| 5Y | +61.1% | -41.2% | +102.3% | +56.5% |
| 10Y | +123.7% | +83.5% | +40.2% | +54.2% |
| All | +123.7% | +82.3% | +41.4% | +54.2% |
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 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