+1,700.7%
NOK vs CMI
+10,521.7%
-8,821.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +9.3% | +0.7% | +8.6% | +9.0% |
| 30D | +17.9% | -12.3% | +30.1% | +24.4% |
| 3M | -22.3% | -16.8% | -5.5% | -16.0% |
| 6M | +36.4% | +1.5% | +34.9% | +36.1% |
| YTD | +66.3% | +9.8% | +56.5% | +59.7% |
| 1Y | +134.4% | +42.6% | +91.8% | +101.0% |
| 3Y | +186.6% | +151.0% | +35.6% | +89.9% |
| 5Y | +102.7% | +167.0% | -64.3% | +29.6% |
| 10Y | +129.8% | +512.2% | -382.3% | -1.2% |
| All | +1,700.7% | +10,521.7% | -8,821.0% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling