+4.2%
NOK vs CME
+7,469.3%
-7,465.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.8% |
| 7D | -1.8% | -1.6% | -0.2% | -1.2% |
| 30D | +4.7% | +6.2% | -1.5% | +2.4% |
| 3M | -39.7% | +10.4% | -50.1% | -42.3% |
| 6M | +23.1% | -9.5% | +32.6% | +26.0% |
| YTD | +55.0% | +6.0% | +49.0% | +49.5% |
| 1Y | +118.0% | +9.3% | +108.8% | +107.4% |
| 3Y | +170.5% | +57.7% | +112.8% | +121.3% |
| 5Y | +84.9% | +77.7% | +7.2% | +43.0% |
| 10Y | +112.0% | +281.2% | -169.2% | +18.6% |
| All | +4.2% | +7,469.3% | -7,465.1% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling