+60.7%
NOK vs CI
+49.5%
+11.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +5.4% | +1.2% | +4.2% | +5.3% |
| 30D | -14.1% | +2.6% | -16.7% | -14.5% |
| 3M | -23.6% | +7.4% | -31.0% | -24.5% |
| 6M | -45.1% | -0.1% | -45.0% | -45.3% |
| YTD | +24.7% | +9.7% | +15.0% | +22.5% |
| 1Y | +19.0% | +12.1% | +6.9% | +16.5% |
| 3Y | +147.0% | +7.0% | +140.0% | +139.1% |
| All | +60.7% | +49.5% | +11.2% | +33.9% |
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 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