+140.9%
NOK vs CARR
-5.9%
+146.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.3% |
| 7D | +11.0% | -3.8% | +14.7% | +12.4% |
| 30D | +7.8% | -8.9% | +16.8% | +11.4% |
| 3M | -21.0% | -17.3% | -3.7% | -15.6% |
| 6M | +40.9% | -1.4% | +42.3% | +44.8% |
| YTD | +72.0% | +10.0% | +62.0% | +78.0% |
| 1Y | +140.9% | -6.4% | +147.3% | +160.6% |
| All | +140.9% | -5.9% | +146.8% | +160.6% |
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