+152.6%
NOK vs CASY
+155.2%
-2.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.8% |
| 7D | -1.4% | +3.6% | -5.0% | -1.4% |
| 30D | -21.0% | +7.2% | -28.2% | -21.1% |
| 3M | -12.6% | -16.9% | +4.3% | -11.9% |
| 6M | -36.2% | -19.3% | -16.9% | -35.2% |
| YTD | +26.4% | +25.6% | +0.8% | +22.0% |
| 1Y | +19.6% | +30.2% | -10.6% | +14.7% |
| 3Y | +152.6% | +154.9% | -2.3% | +113.2% |
| All | +152.6% | +155.2% | -2.6% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling