+22.3%
NOK vs CASY
+34.1%
-11.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.7% |
| 7D | +2.2% | +5.8% | -3.6% | +3.1% |
| 30D | -14.7% | +10.7% | -25.4% | -13.5% |
| 3M | -10.6% | -13.9% | +3.3% | -10.7% |
| 6M | -39.4% | -18.4% | -20.9% | -37.2% |
| YTD | +30.4% | +29.6% | +0.8% | +34.5% |
| 1Y | +22.3% | +32.8% | -10.5% | +27.4% |
| All | +22.3% | +34.1% | -11.8% | +27.4% |
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