+165.2%
NOK vs CLF
-14.9%
+180.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.5% |
| 7D | -1.8% | +7.6% | -9.3% | -2.6% |
| 30D | +4.7% | -1.2% | +5.9% | +4.7% |
| 3M | -39.7% | -13.4% | -26.3% | -38.8% |
| 6M | +23.1% | +15.4% | +7.6% | +20.7% |
| YTD | +55.0% | -5.9% | +60.9% | +53.8% |
| 1Y | +118.0% | +18.8% | +99.2% | +111.3% |
| All | +165.2% | -14.9% | +180.0% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling