-45.1%
NOK vs CME
+12.5%
-57.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -1.9% |
| 7D | +5.4% | +3.9% | +1.4% | +8.9% |
| 30D | -14.1% | +11.3% | -25.5% | -5.2% |
| 3M | -23.6% | +19.6% | -43.1% | -10.4% |
| 6M | -45.1% | +8.1% | -53.2% | -42.0% |
| All | -45.1% | +12.5% | -57.6% | -42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling