+5,059.0%
NI vs CASY
+36,294.0%
-31,235.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | -3.5% | -11.3% | +7.8% | -1.7% |
| 3M | -9.1% | -0.6% | -8.5% | -9.6% |
| 6M | -11.8% | +10.7% | -22.6% | -14.0% |
| YTD | +1.1% | +37.1% | -36.0% | -4.9% |
| 1Y | +6.7% | +52.3% | -45.6% | -1.5% |
| 3Y | +71.1% | +215.2% | -144.1% | +38.3% |
| 5Y | +94.3% | +276.5% | -182.2% | +51.5% |
| 10Y | +135.8% | +508.4% | -372.6% | +68.5% |
| All | +5,059.0% | +36,294.0% | -31,235.1% | +2,297.4% |
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 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