+1,285.7%
NOK vs CI
+4,980.3%
-3,694.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.4% |
| 7D | +11.0% | -1.7% | +12.7% | +11.5% |
| 30D | -16.0% | +4.9% | -20.9% | -17.5% |
| 3M | -19.8% | +7.4% | -27.2% | -22.0% |
| 6M | -37.1% | +0.4% | -37.5% | -38.1% |
| YTD | +28.0% | +9.5% | +18.5% | +22.7% |
| 1Y | +17.9% | +12.0% | +6.0% | +12.3% |
| 3Y | +152.7% | +7.1% | +145.6% | +134.9% |
| 5Y | +62.3% | +49.3% | +13.0% | +34.0% |
| 10Y | +128.1% | +146.6% | -18.6% | +53.5% |
| All | +1,285.7% | +4,980.3% | -3,694.6% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling