+1,040.6%
NBIS vs CASY
+62.2%
+978.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.0% |
| 7D | +8.3% | -17.2% | +25.5% | +13.8% |
| 30D | +18.1% | -24.4% | +42.4% | +27.5% |
| 3M | +7.8% | -31.4% | +39.2% | +19.3% |
| 6M | +136.6% | -8.9% | +145.5% | +126.5% |
| YTD | +172.5% | +13.8% | +158.7% | +126.1% |
| 1Y | +144.3% | +17.0% | +127.3% | +97.7% |
| All | +1,040.6% | +62.2% | +978.4% | +600.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling