+253.2%
NEE vs CASY
+468.0%
-214.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.2% | +12.8% | +1.7% |
| 7D | -0.5% | -16.5% | +16.0% | +3.2% |
| 30D | -1.7% | -26.4% | +24.7% | +4.7% |
| 3M | -1.8% | -17.3% | +15.5% | +1.1% |
| 6M | -8.8% | -5.2% | -3.6% | -9.4% |
| YTD | +5.2% | +14.1% | -8.9% | -0.1% |
| 1Y | +21.3% | +16.6% | +4.7% | +14.3% |
| 3Y | +35.2% | +163.7% | -128.5% | -0.1% |
| 5Y | +10.1% | +231.3% | -221.2% | -24.8% |
| 10Y | +253.2% | +462.9% | -209.7% | +116.6% |
| All | +253.2% | +468.0% | -214.8% | +116.6% |
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