+21.3%
NOK vs CAH
+38.5%
-17.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.1% | -2.4% |
| 7D | -10.4% | +7.0% | -17.4% | -10.1% |
| 30D | -19.0% | +12.4% | -31.4% | -18.5% |
| 3M | -16.7% | +12.2% | -28.9% | -16.6% |
| 6M | -37.1% | +33.2% | -70.3% | -39.6% |
| YTD | +27.7% | +28.4% | -0.7% | +26.9% |
| 1Y | +21.3% | +35.0% | -13.8% | +22.3% |
| All | +21.3% | +38.5% | -17.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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