+84.1%
NOK vs CLS
+2,489.5%
-2,405.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -0.7% |
| 7D | +5.4% | +16.3% | -10.9% | 0.0% |
| 30D | -14.1% | -25.7% | +11.5% | -5.6% |
| 3M | -23.6% | -30.9% | +7.3% | -14.1% |
| 6M | -45.1% | -35.5% | -9.7% | -37.2% |
| YTD | +24.7% | -18.7% | +43.4% | +29.0% |
| 1Y | +19.0% | -17.9% | +36.9% | +20.7% |
| 3Y | +147.0% | +838.1% | -691.1% | -7.7% |
| 5Y | +58.2% | +1,971.9% | -1,913.7% | -57.3% |
| 10Y | +122.3% | +1,907.9% | -1,785.6% | -47.0% |
| All | +84.1% | +2,489.5% | -2,405.4% | -81.7% |
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