+1,268.9%
NOK vs CASY
+15,619.3%
-14,350.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.6% |
| 7D | -1.4% | +3.6% | -5.0% | -2.5% |
| 30D | -21.0% | +7.2% | -28.2% | -23.0% |
| 3M | -12.6% | -16.9% | +4.3% | -8.9% |
| 6M | -36.2% | -19.3% | -16.9% | -33.9% |
| YTD | +26.4% | +25.6% | +0.8% | +13.9% |
| 1Y | +19.6% | +30.2% | -10.6% | +6.2% |
| 3Y | +152.6% | +154.9% | -2.3% | +76.6% |
| 5Y | +57.3% | +252.1% | -194.8% | -2.3% |
| 10Y | +123.8% | +535.8% | -412.1% | +12.3% |
| All | +1,268.9% | +15,619.3% | -14,350.4% | +178.9% |
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