+1,268.9%
NOK vs CLF
+323.7%
+945.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.0% | -0.2% | +5.5% |
| 7D | -1.4% | -14.1% | +12.6% | +1.5% |
| 30D | -21.0% | -5.5% | -15.5% | -20.3% |
| 3M | -12.6% | 0.0% | -12.6% | -13.0% |
| 6M | -36.2% | +11.3% | -47.4% | -38.3% |
| YTD | +26.4% | -7.7% | +34.1% | +25.0% |
| 1Y | +19.6% | +17.5% | +2.0% | +12.7% |
| 3Y | +152.6% | -25.4% | +178.0% | +140.4% |
| 5Y | +57.3% | -46.0% | +103.2% | +52.5% |
| 10Y | +123.8% | +80.1% | +43.7% | +40.0% |
| All | +1,268.9% | +323.7% | +945.2% | +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