+102.7%
NOK vs CI
+43.3%
+59.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +9.3% | -1.1% | +10.5% | +9.5% |
| 30D | +17.9% | +0.5% | +17.4% | +17.7% |
| 3M | -22.3% | -5.2% | -17.1% | -21.8% |
| 6M | +36.4% | +4.3% | +32.0% | +35.0% |
| YTD | +66.3% | +2.8% | +63.5% | +65.0% |
| 1Y | +134.4% | -5.8% | +140.2% | +134.5% |
| 3Y | +186.6% | +4.7% | +181.8% | +175.8% |
| 5Y | +102.7% | +42.7% | +60.0% | +69.6% |
| All | +102.7% | +43.3% | +59.4% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling