+184.5%
NOK vs CCI
-10.8%
+195.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.1% |
| 7D | +9.3% | -0.3% | +9.6% | +9.4% |
| 30D | +17.9% | +2.1% | +15.7% | +17.6% |
| 3M | -22.3% | -17.8% | -4.5% | -20.5% |
| 6M | +36.4% | -14.2% | +50.6% | +37.9% |
| YTD | +66.3% | -13.3% | +79.7% | +67.6% |
| 1Y | +134.4% | -16.6% | +151.0% | +137.4% |
| All | +184.5% | -10.8% | +195.3% | +165.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling