+134.4%
NOK vs CASY
+22.7%
+111.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.2% | +15.3% | -0.4% |
| 7D | +9.3% | -16.5% | +25.9% | +7.5% |
| 30D | +17.9% | -26.4% | +44.2% | +14.5% |
| 3M | -22.3% | -17.3% | -5.0% | -24.0% |
| 6M | +36.4% | -5.2% | +41.6% | +37.3% |
| YTD | +66.3% | +14.1% | +52.2% | +75.9% |
| 1Y | +134.4% | +16.6% | +117.8% | +153.8% |
| All | +134.4% | +22.7% | +111.7% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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