+102.7%
NOK vs CLS
+3,586.2%
-3,483.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +9.3% | +20.1% | -10.7% | +4.7% |
| 30D | +17.9% | +6.0% | +11.8% | +16.1% |
| 3M | -22.3% | -10.3% | -12.0% | -20.8% |
| 6M | +36.4% | +24.5% | +11.9% | +30.3% |
| YTD | +66.3% | +12.9% | +53.5% | +60.9% |
| 1Y | +134.4% | +36.7% | +97.7% | +116.9% |
| 3Y | +186.6% | +1,328.1% | -1,141.5% | +34.5% |
| 5Y | +102.7% | +3,682.3% | -3,579.6% | -34.8% |
| All | +102.7% | +3,586.2% | -3,483.5% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling