+463.7%
NEM vs CASY
+33,247.3%
-32,783.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.9% | +3.5% |
| 7D | +14.7% | +3.6% | +11.1% | +14.5% |
| 30D | +6.2% | +7.2% | -1.0% | +5.8% |
| 3M | +11.0% | -16.9% | +27.9% | +12.0% |
| 6M | +7.9% | -19.3% | +27.2% | +8.8% |
| YTD | +26.2% | +25.6% | +0.5% | +23.9% |
| 1Y | +51.5% | +30.2% | +21.3% | +48.4% |
| 3Y | +290.6% | +154.9% | +135.7% | +268.3% |
| 5Y | +153.1% | +252.1% | -99.0% | +134.2% |
| 10Y | +332.4% | +535.8% | -203.4% | +287.2% |
| All | +463.7% | +33,247.3% | -32,783.6% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling