+127.6%
NOK vs CLS
+2,968.1%
-2,840.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.7% |
| 7D | +8.7% | +5.0% | +3.7% | +7.5% |
| 30D | +12.5% | +4.8% | +7.7% | +11.1% |
| 3M | -20.7% | -10.4% | -10.4% | -19.0% |
| 6M | +36.2% | +20.8% | +15.3% | +29.8% |
| YTD | +64.1% | +10.0% | +54.1% | +58.5% |
| 1Y | +132.4% | +28.5% | +103.9% | +114.2% |
| 3Y | +182.9% | +1,292.2% | -1,109.4% | +30.8% |
| 5Y | +102.8% | +3,616.8% | -3,514.0% | -31.0% |
| All | +127.6% | +2,968.1% | -2,840.5% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling