+102.7%
NOK vs CCI
+905.5%
-802.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.5% | +3.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | +4.7% | +2.7% | +2.0% | +3.9% |
| 3M | -39.7% | -18.2% | -21.4% | -36.8% |
| 6M | +23.1% | -14.8% | +37.9% | +26.9% |
| YTD | +55.0% | -12.6% | +67.6% | +58.1% |
| 1Y | +118.0% | -16.7% | +134.8% | +124.7% |
| 3Y | +170.5% | -10.5% | +181.0% | +169.4% |
| 5Y | +84.9% | -51.4% | +136.3% | +115.7% |
| 10Y | +112.0% | +20.0% | +92.0% | +90.6% |
| All | +102.7% | +905.5% | -802.8% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling