+140.9%
NOK vs CCI
-15.7%
+156.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +5.2% |
| 7D | +11.0% | -0.3% | +11.2% | +10.9% |
| 30D | +7.8% | +2.2% | +5.6% | +8.2% |
| 3M | -21.0% | -16.9% | -4.1% | -21.9% |
| 6M | +40.9% | -11.5% | +52.4% | +38.5% |
| YTD | +72.0% | -12.8% | +84.9% | +68.9% |
| 1Y | +140.9% | -17.1% | +158.0% | +123.1% |
| All | +140.9% | -15.7% | +156.7% | +123.1% |
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