+118.0%
NOK vs CAH
+65.8%
+52.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.6% |
| 7D | -1.8% | +5.4% | -7.1% | -1.5% |
| 30D | +4.7% | +3.3% | +1.4% | +4.8% |
| 3M | -39.7% | +22.8% | -62.4% | -39.8% |
| 6M | +23.1% | +11.3% | +11.8% | +23.0% |
| YTD | +55.0% | +21.1% | +33.9% | +56.9% |
| 1Y | +118.0% | +67.2% | +50.8% | +127.6% |
| All | +118.0% | +65.8% | +52.2% | +127.6% |
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