+127.9%
NOK vs CCI
+67.9%
+60.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.9% |
| 7D | +5.4% | +2.5% | +2.8% | +4.6% |
| 30D | -14.1% | +14.4% | -28.6% | -17.7% |
| 3M | -23.6% | +21.7% | -45.3% | -28.3% |
| 6M | -45.1% | +4.0% | -49.2% | -46.5% |
| YTD | +24.7% | +6.2% | +18.5% | +19.7% |
| 1Y | +19.0% | +5.4% | +13.6% | +14.4% |
| 3Y | +147.0% | +11.7% | +135.3% | +125.3% |
| 5Y | +58.2% | -35.6% | +93.8% | +76.5% |
| All | +127.9% | +67.9% | +60.0% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling