+118.0%
NOK vs CARR
-3.6%
+121.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.3% |
| 7D | -1.8% | +1.6% | -3.3% | -2.3% |
| 30D | +4.7% | -8.7% | +13.4% | +8.1% |
| 3M | -39.7% | -12.6% | -27.1% | -36.7% |
| 6M | +23.1% | -1.5% | +24.6% | +25.3% |
| YTD | +55.0% | +14.3% | +40.7% | +58.5% |
| 1Y | +118.0% | -4.6% | +122.6% | +126.9% |
| All | +118.0% | -3.6% | +121.6% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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