+183.7%
NOK vs CASY
+209.8%
-26.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.3% |
| 7D | +7.3% | -4.4% | +11.6% | +7.4% |
| 30D | +13.8% | -12.0% | +25.8% | +14.4% |
| 3M | -27.0% | -2.3% | -24.7% | -27.6% |
| 6M | +37.6% | +10.5% | +27.1% | +35.0% |
| YTD | +64.6% | +33.0% | +31.6% | +58.4% |
| 1Y | +132.0% | +41.1% | +90.9% | +121.0% |
| 3Y | +183.7% | +207.5% | -23.8% | +142.4% |
| All | +183.7% | +209.8% | -26.1% | +142.4% |
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 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