-39.4%
NOK vs CI
+5.0%
-44.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.0% |
| 7D | +2.2% | -1.3% | +3.5% | +1.2% |
| 30D | -14.7% | +6.4% | -21.1% | -11.5% |
| 3M | -10.6% | +10.7% | -21.3% | -5.5% |
| 6M | -39.4% | +5.5% | -44.8% | -35.4% |
| All | -39.4% | +5.0% | -44.4% | -35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling