+1,578.5%
NOK vs CASY
+17,055.4%
-15,476.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | +4.7% | -11.3% | +16.0% | +8.3% |
| 3M | -39.7% | -0.6% | -39.0% | -40.7% |
| 6M | +23.1% | +10.7% | +12.4% | +16.9% |
| YTD | +55.0% | +37.1% | +17.9% | +37.7% |
| 1Y | +118.0% | +52.3% | +65.7% | +86.3% |
| 3Y | +170.5% | +215.2% | -44.7% | +78.6% |
| 5Y | +84.9% | +276.5% | -191.6% | +13.9% |
| 10Y | +112.0% | +508.4% | -396.4% | +9.0% |
| All | +1,578.5% | +17,055.4% | -15,476.9% | +237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling