+101.3%
NOK vs CASY
+274.3%
-173.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.6% |
| 7D | +7.3% | -4.4% | +11.6% | +7.9% |
| 30D | +13.8% | -12.0% | +25.8% | +15.8% |
| 3M | -27.0% | -2.3% | -24.7% | -27.8% |
| 6M | +37.6% | +10.5% | +27.1% | +32.7% |
| YTD | +64.6% | +33.0% | +31.6% | +52.6% |
| 1Y | +132.0% | +41.1% | +90.9% | +111.4% |
| 3Y | +183.7% | +207.5% | -23.8% | +101.5% |
| 5Y | +101.3% | +290.7% | -189.4% | +26.4% |
| All | +101.3% | +274.3% | -173.0% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling