+102.8%
NOK vs CCI
-50.8%
+153.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | +8.7% | -4.4% | +13.1% | +9.8% |
| 30D | +12.5% | +0.3% | +12.2% | +12.3% |
| 3M | -20.7% | -20.0% | -0.8% | -16.5% |
| 6M | +36.2% | -14.5% | +50.7% | +39.9% |
| YTD | +64.1% | -14.9% | +79.0% | +68.0% |
| 1Y | +132.4% | -17.7% | +150.0% | +139.7% |
| 3Y | +182.9% | -12.4% | +195.2% | +175.1% |
| 5Y | +102.8% | -50.1% | +152.9% | +137.1% |
| All | +102.8% | -50.8% | +153.6% | +137.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling