+238.2%
NEM vs CASY
+154.1%
+84.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +13.4% | +1.1% | +12.3% | +13.2% |
| 30D | +6.5% | +8.7% | -2.2% | +5.2% |
| 3M | +14.9% | -17.3% | +32.2% | +18.2% |
| 6M | +5.5% | -19.7% | +25.2% | +9.4% |
| YTD | +21.9% | +24.8% | -3.0% | +11.0% |
| 1Y | +47.9% | +31.9% | +16.0% | +32.5% |
| 3Y | +238.2% | +155.4% | +82.8% | +156.6% |
| All | +238.2% | +154.1% | +84.1% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling