+1,285.7%
NOK vs CLF
+351.7%
+934.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +11.0% | +16.0% | -5.0% | +7.9% |
| 30D | -16.0% | +1.6% | -17.7% | -16.4% |
| 3M | -19.8% | +6.7% | -26.5% | -21.1% |
| 6M | -37.1% | +21.1% | -58.3% | -40.2% |
| YTD | +28.0% | -1.6% | +29.6% | +24.9% |
| 1Y | +17.9% | +18.5% | -0.5% | +11.0% |
| 3Y | +152.7% | -21.0% | +173.7% | +137.9% |
| 5Y | +62.3% | -41.4% | +103.7% | +54.9% |
| 10Y | +128.1% | +86.5% | +41.5% | +41.8% |
| All | +1,285.7% | +351.7% | +934.0% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling