+319.4%
NEM vs CASY
+468.0%
-148.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -14.2% | +15.5% | +3.1% |
| 7D | +3.1% | -16.5% | +19.6% | +5.3% |
| 30D | +10.0% | -26.4% | +36.4% | +14.3% |
| 3M | +30.9% | -17.3% | +48.2% | +32.7% |
| 6M | +10.5% | -5.2% | +15.7% | +9.6% |
| YTD | +29.7% | +14.1% | +15.7% | +25.0% |
| 1Y | +71.1% | +16.6% | +54.5% | +64.2% |
| 3Y | +252.1% | +163.7% | +88.4% | +201.9% |
| 5Y | +157.7% | +231.3% | -73.6% | +114.0% |
| 10Y | +319.4% | +462.9% | -143.5% | +237.1% |
| All | +319.4% | +468.0% | -148.7% | +237.1% |
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