+132.4%
NOK vs CRL
+73.3%
+59.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.4% |
| 7D | +8.7% | -6.9% | +15.6% | +8.3% |
| 30D | +12.5% | -3.2% | +15.7% | +12.3% |
| 3M | -20.7% | +46.5% | -67.3% | -19.0% |
| 6M | +36.2% | +63.1% | -27.0% | +39.5% |
| YTD | +64.1% | +36.9% | +27.3% | +70.3% |
| 1Y | +132.4% | +78.1% | +54.3% | +131.3% |
| All | +132.4% | +73.3% | +59.1% | +131.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling