-61.3%
NOK vs CRL
+1,379.5%
-1,440.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.3% | +3.1% |
| 7D | -1.8% | -1.0% | -0.7% | -1.5% |
| 30D | +4.7% | +10.7% | -6.0% | +1.7% |
| 3M | -39.7% | +55.3% | -94.9% | -47.0% |
| 6M | +23.1% | +60.7% | -37.6% | +5.2% |
| YTD | +55.0% | +44.6% | +10.4% | +35.9% |
| 1Y | +118.0% | +77.7% | +40.3% | +78.4% |
| 3Y | +170.5% | +37.6% | +132.9% | +124.1% |
| 5Y | +84.9% | -35.8% | +120.7% | +88.4% |
| 10Y | +112.0% | +241.7% | -129.8% | +17.9% |
| All | -61.3% | +1,379.5% | -1,440.8% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling