+183.7%
NOK vs CI
+4.2%
+179.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.3% |
| 7D | +7.3% | -2.0% | +9.3% | +7.3% |
| 30D | +13.8% | -1.8% | +15.6% | +13.9% |
| 3M | -27.0% | -4.2% | -22.8% | -26.8% |
| 6M | +37.6% | +2.7% | +34.9% | +37.1% |
| YTD | +64.6% | +1.9% | +62.7% | +64.1% |
| 1Y | +132.0% | -6.3% | +138.3% | +131.6% |
| 3Y | +183.7% | +3.9% | +179.8% | +184.6% |
| All | +183.7% | +4.2% | +179.4% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling