+128.8%
NOK vs CLS
+3,265.4%
-3,136.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | -1.8% | +4.6% | -6.3% | -3.5% |
| 30D | +4.7% | -13.9% | +18.6% | +9.2% |
| 3M | -39.7% | -26.6% | -13.1% | -33.6% |
| 6M | +23.1% | +15.4% | +7.7% | +14.8% |
| YTD | +55.0% | +5.7% | +49.4% | +47.1% |
| 1Y | +118.0% | +41.1% | +76.9% | +83.0% |
| 3Y | +170.5% | +1,228.6% | -1,058.1% | -10.8% |
| 5Y | +84.9% | +3,240.6% | -3,155.8% | -58.0% |
| 10Y | +112.0% | +2,760.3% | -2,648.4% | -55.3% |
| All | +128.8% | +3,265.4% | -3,136.5% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling