+118.0%
NOK vs CLX
-20.9%
+138.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.3% |
| 7D | -1.8% | -9.2% | +7.5% | -4.4% |
| 30D | +4.7% | -11.0% | +15.7% | +1.3% |
| 3M | -39.7% | +5.0% | -44.7% | -38.8% |
| 6M | +23.1% | -18.8% | +41.9% | +24.4% |
| YTD | +55.0% | -4.4% | +59.4% | +61.9% |
| 1Y | +118.0% | -21.9% | +139.9% | +119.4% |
| All | +118.0% | -20.9% | +138.9% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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