+107.7%
NOK vs CAI
-11.0%
+118.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +8.7% | -5.1% | +13.8% | +8.6% |
| 30D | +12.5% | +3.9% | +8.6% | +12.7% |
| 3M | -20.7% | +40.1% | -60.8% | -20.5% |
| 6M | +36.2% | +29.7% | +6.5% | +36.5% |
| YTD | +64.1% | -10.9% | +75.0% | +66.6% |
| 1Y | +132.4% | -28.0% | +160.4% | +135.4% |
| All | +107.7% | -11.0% | +118.7% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling