+127.9%
NOK vs CRL
+350.3%
-222.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +5.4% | +0.1% | +5.2% | +5.3% |
| 30D | -14.1% | +11.9% | -26.1% | -16.0% |
| 3M | -23.6% | +20.2% | -43.7% | -26.6% |
| 6M | -45.1% | +107.5% | -152.7% | -53.6% |
| YTD | +24.7% | +69.4% | -44.7% | +9.1% |
| 1Y | +19.0% | +99.7% | -80.7% | -0.1% |
| 3Y | +147.0% | +98.8% | +48.2% | +94.6% |
| 5Y | +58.2% | -12.4% | +70.6% | +55.6% |
| All | +127.9% | +350.3% | -222.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling