+21.3%
NOK vs CLS
-28.7%
+50.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.1% | +6.5% | +0.9% |
| 7D | -10.4% | -21.1% | +10.7% | -2.0% |
| 30D | -19.0% | -38.2% | +19.2% | -3.0% |
| 3M | -16.7% | -36.3% | +19.6% | -2.0% |
| 6M | -37.1% | -43.8% | +6.7% | -23.9% |
| YTD | +27.7% | -20.0% | +47.7% | +43.6% |
| 1Y | +21.3% | -29.6% | +50.9% | +37.5% |
| All | +21.3% | -28.7% | +50.0% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling