+118.0%
NOK vs CCI
-18.8%
+136.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.5% | +2.3% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | +4.7% | +2.7% | +2.0% | +5.2% |
| 3M | -39.7% | -18.2% | -21.4% | -40.3% |
| 6M | +23.1% | -14.8% | +37.9% | +20.7% |
| YTD | +55.0% | -12.6% | +67.6% | +52.4% |
| 1Y | +118.0% | -16.7% | +134.8% | +104.6% |
| All | +118.0% | -18.8% | +136.8% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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