+1,578.5%
NOK vs CI
+4,717.8%
-3,139.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.0% |
| 7D | -1.8% | +1.3% | -3.1% | -2.2% |
| 30D | +4.7% | +4.4% | +0.3% | +3.3% |
| 3M | -39.7% | +0.7% | -40.3% | -40.2% |
| 6M | +23.1% | +0.3% | +22.7% | +22.1% |
| YTD | +55.0% | +3.8% | +51.2% | +52.1% |
| 1Y | +118.0% | -5.5% | +123.5% | +117.9% |
| 3Y | +170.5% | +8.1% | +162.4% | +151.9% |
| 5Y | +84.9% | +42.8% | +42.1% | +55.6% |
| 10Y | +112.0% | +143.9% | -31.9% | +43.9% |
| All | +1,578.5% | +4,717.8% | -3,139.2% | +277.6% |
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 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