+1,578.5%
NOK vs CLX
+1,708.9%
-130.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.0% |
| 7D | -1.8% | -9.2% | +7.5% | +1.0% |
| 30D | +4.7% | -11.0% | +15.7% | +8.1% |
| 3M | -39.7% | +5.0% | -44.7% | -41.3% |
| 6M | +23.1% | -18.8% | +41.9% | +28.6% |
| YTD | +55.0% | -4.4% | +59.4% | +53.7% |
| 1Y | +118.0% | -21.9% | +139.9% | +129.3% |
| 3Y | +170.5% | -32.8% | +203.2% | +194.4% |
| 5Y | +84.9% | -34.6% | +119.4% | +97.2% |
| 10Y | +112.0% | -4.7% | +116.7% | +91.8% |
| All | +1,578.5% | +1,708.9% | -130.4% | +639.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling