+153.4%
NEM vs CASY
+274.3%
-120.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.4% |
| 7D | +3.9% | -4.4% | +8.2% | +4.5% |
| 30D | +12.7% | -12.0% | +24.8% | +14.6% |
| 3M | +28.7% | -2.3% | +31.0% | +27.4% |
| 6M | +9.8% | +10.5% | -0.8% | +6.2% |
| YTD | +28.1% | +33.0% | -4.9% | +19.8% |
| 1Y | +69.3% | +41.1% | +28.2% | +56.6% |
| 3Y | +247.7% | +207.5% | +40.2% | +193.4% |
| 5Y | +153.4% | +290.7% | -137.4% | +114.3% |
| All | +153.4% | +274.3% | -120.9% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling