+184.5%
NOK vs CLX
-35.1%
+219.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.0% |
| 7D | +9.3% | -4.9% | +14.3% | +9.3% |
| 30D | +17.9% | -15.8% | +33.7% | +17.6% |
| 3M | -22.3% | -7.9% | -14.4% | -22.3% |
| 6M | +36.4% | -19.0% | +55.4% | +39.8% |
| YTD | +66.3% | -7.9% | +74.2% | +66.5% |
| 1Y | +134.4% | -25.4% | +159.8% | +144.8% |
| All | +184.5% | -35.1% | +219.6% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling