+194.3%
NOK vs CMI
+150.2%
+44.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.3% |
| 7D | +11.0% | -0.7% | +11.7% | +11.3% |
| 30D | +7.8% | -12.4% | +20.2% | +13.3% |
| 3M | -21.0% | -14.8% | -6.2% | -15.8% |
| 6M | +40.9% | +0.8% | +40.1% | +44.6% |
| YTD | +72.0% | +10.2% | +61.8% | +72.3% |
| 1Y | +140.9% | +37.4% | +103.5% | +128.6% |
| 3Y | +194.3% | +153.3% | +41.0% | +126.0% |
| All | +194.3% | +150.2% | +44.0% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling