+118.0%
NOK vs CME
+8.4%
+109.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.6% |
| 7D | -1.8% | -1.6% | -0.2% | -2.2% |
| 30D | +4.7% | +6.2% | -1.5% | +6.4% |
| 3M | -39.7% | +10.4% | -50.1% | -36.8% |
| 6M | +23.1% | -9.5% | +32.6% | +28.5% |
| YTD | +55.0% | +6.0% | +49.0% | +70.8% |
| 1Y | +118.0% | +9.3% | +108.8% | +145.5% |
| All | +118.0% | +8.4% | +109.6% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling