+189.0%
NI vs CASY
+539.5%
-350.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.5% | +5.0% | -3.5% | +0.3% |
| 30D | +11.9% | +8.2% | +3.7% | +9.6% |
| 3M | +9.1% | -18.2% | +27.3% | +14.2% |
| 6M | -1.8% | -18.6% | +16.8% | +2.1% |
| YTD | +11.4% | +26.8% | -15.4% | +1.5% |
| 1Y | +6.4% | +31.6% | -25.2% | -4.3% |
| 3Y | +98.2% | +156.5% | -58.3% | +41.7% |
| 5Y | +110.1% | +258.6% | -148.6% | +31.4% |
| 10Y | +189.0% | +550.3% | -361.3% | +54.7% |
| All | +189.0% | +539.5% | -350.5% | +54.7% |
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