+140.9%
NOK vs CAI
-26.7%
+167.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.8% |
| 7D | +11.0% | -2.9% | +13.9% | +11.0% |
| 30D | +7.8% | +9.3% | -1.5% | +8.1% |
| 3M | -21.0% | +35.2% | -56.2% | -21.0% |
| 6M | +40.9% | +30.7% | +10.2% | +40.5% |
| YTD | +72.0% | -9.8% | +81.8% | +78.1% |
| 1Y | +140.9% | -28.9% | +169.8% | +158.8% |
| All | +140.9% | -26.7% | +167.6% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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