+133.9%
NOK vs CI
+145.6%
-11.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | +11.0% | -1.7% | +12.7% | +11.4% |
| 30D | -16.0% | +4.9% | -20.9% | -17.3% |
| 3M | -19.8% | +7.4% | -27.2% | -21.7% |
| 6M | -37.1% | +0.4% | -37.5% | -37.9% |
| YTD | +28.0% | +9.5% | +18.5% | +23.5% |
| 1Y | +17.9% | +12.0% | +6.0% | +13.1% |
| 3Y | +152.7% | +7.1% | +145.6% | +136.5% |
| 5Y | +62.3% | +49.3% | +13.0% | +33.5% |
| All | +133.9% | +145.6% | -11.7% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling