+19.0%
NOK vs CLS
-26.6%
+45.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -0.4% |
| 7D | +5.4% | +16.3% | -10.9% | -1.1% |
| 30D | -14.1% | -25.7% | +11.5% | -4.0% |
| 3M | -23.6% | -30.9% | +7.3% | -12.2% |
| 6M | -45.1% | -35.5% | -9.7% | -35.5% |
| YTD | +24.7% | -18.7% | +43.4% | +40.3% |
| 1Y | +19.0% | -17.9% | +36.9% | +33.4% |
| All | +19.0% | -26.6% | +45.6% | +33.4% |
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