+115.1%
NOK vs CARR
+8.3%
+106.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.3% |
| 7D | +11.0% | -3.8% | +14.7% | +12.5% |
| 30D | +7.8% | -8.9% | +16.8% | +11.5% |
| 3M | -21.0% | -17.3% | -3.7% | -15.4% |
| 6M | +40.9% | -1.4% | +42.3% | +41.2% |
| YTD | +72.0% | +10.0% | +62.0% | +65.4% |
| 1Y | +140.9% | -6.4% | +147.3% | +144.3% |
| 3Y | +194.3% | +1.5% | +192.7% | +174.3% |
| All | +115.1% | +8.3% | +106.8% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling