+118.0%
NOK vs CI
-4.0%
+122.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.8% |
| 7D | -1.8% | +1.3% | -3.1% | -1.9% |
| 30D | +4.7% | +4.4% | +0.3% | +4.1% |
| 3M | -39.7% | +0.7% | -40.3% | -39.9% |
| 6M | +23.1% | +0.3% | +22.7% | +22.3% |
| YTD | +55.0% | +3.8% | +51.2% | +53.5% |
| 1Y | +118.0% | -5.5% | +123.5% | +118.9% |
| All | +118.0% | -4.0% | +122.0% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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