+19.0%
NOK vs CME
+17.3%
+1.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.2% |
| 7D | +5.4% | +3.9% | +1.4% | +7.0% |
| 30D | -14.1% | +11.3% | -25.5% | -10.3% |
| 3M | -23.6% | +19.6% | -43.1% | -18.5% |
| 6M | -45.1% | +8.1% | -53.2% | -37.3% |
| YTD | +24.7% | +20.4% | +4.3% | +41.3% |
| 1Y | +19.0% | +16.5% | +2.5% | +38.7% |
| All | +19.0% | +17.3% | +1.7% | +38.7% |
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