+91.0%
NI vs CASY
+154.1%
-63.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | +9.6% | +8.7% | +0.9% | +8.7% |
| 3M | +2.5% | -17.3% | +19.8% | +4.3% |
| 6M | -5.8% | -19.7% | +13.9% | -4.0% |
| YTD | +8.6% | +24.8% | -16.3% | +3.9% |
| 1Y | +6.0% | +31.9% | -25.9% | +0.5% |
| 3Y | +91.0% | +155.4% | -64.4% | +64.4% |
| All | +91.0% | +154.1% | -63.0% | +64.4% |
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