+281.9%
NEE vs CASY
+551.3%
-269.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.2% | +3.6% | -1.4% | +1.4% |
| 30D | +12.3% | +7.2% | +5.1% | +10.5% |
| 3M | +3.4% | -16.9% | +20.3% | +7.2% |
| 6M | -5.3% | -19.3% | +14.0% | -1.9% |
| YTD | +10.6% | +25.6% | -15.1% | +2.7% |
| 1Y | +6.5% | +30.2% | -23.7% | -2.2% |
| 3Y | +73.5% | +154.9% | -81.3% | +30.4% |
| 5Y | +17.0% | +252.1% | -235.2% | -21.2% |
| 10Y | +281.9% | +535.8% | -254.0% | +125.7% |
| All | +281.9% | +551.3% | -269.4% | +125.7% |
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