+138.6%
NOK vs CCI
+23.6%
+114.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +4.1% |
| 7D | +11.0% | -0.3% | +11.2% | +11.1% |
| 30D | +7.8% | +2.2% | +5.6% | +7.1% |
| 3M | -21.0% | -16.9% | -4.1% | -16.9% |
| 6M | +40.9% | -11.5% | +52.4% | +44.2% |
| YTD | +72.0% | -12.8% | +84.9% | +75.9% |
| 1Y | +140.9% | -17.1% | +158.0% | +149.9% |
| 3Y | +194.3% | -9.6% | +203.9% | +187.7% |
| 5Y | +112.5% | -48.9% | +161.5% | +154.9% |
| All | +138.6% | +23.6% | +114.9% | +121.0% |
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