+102.8%
NOK vs CRL
-38.6%
+141.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | +8.7% | -6.9% | +15.6% | +9.9% |
| 30D | +12.5% | -3.2% | +15.7% | +13.0% |
| 3M | -20.7% | +46.5% | -67.3% | -25.8% |
| 6M | +36.2% | +63.1% | -27.0% | +23.9% |
| YTD | +64.1% | +36.9% | +27.3% | +54.0% |
| 1Y | +132.4% | +78.1% | +54.3% | +105.4% |
| 3Y | +182.9% | +36.7% | +146.2% | +154.6% |
| 5Y | +102.8% | -38.1% | +140.9% | +100.0% |
| All | +102.8% | -38.6% | +141.4% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling