+108.3%
NOK vs CAI
-8.1%
+116.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.2% |
| 7D | +7.3% | +0.2% | +7.1% | +7.3% |
| 30D | +13.8% | +9.1% | +4.6% | +14.1% |
| 3M | -27.0% | +53.8% | -80.8% | -26.6% |
| 6M | +37.6% | +33.5% | +4.1% | +38.1% |
| YTD | +64.6% | -8.0% | +72.6% | +67.1% |
| 1Y | +132.0% | -28.7% | +160.7% | +134.7% |
| All | +108.3% | -8.1% | +116.4% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling