+115.1%
NOK vs CLX
-38.5%
+153.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +4.8% |
| 7D | +11.0% | -5.7% | +16.7% | +11.2% |
| 30D | +7.8% | -17.0% | +24.9% | +8.5% |
| 3M | -21.0% | -9.7% | -11.3% | -20.8% |
| 6M | +40.9% | -19.8% | +60.7% | +43.4% |
| YTD | +72.0% | -9.8% | +81.9% | +72.4% |
| 1Y | +140.9% | -26.2% | +167.1% | +147.8% |
| 3Y | +194.3% | -36.2% | +230.4% | +205.3% |
| All | +115.1% | -38.5% | +153.7% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling