-56.1%
NIO vs CASY
+494.3%
-550.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.1% |
| 7D | -14.5% | +3.6% | -18.0% | -15.2% |
| 30D | -15.0% | +9.1% | -24.0% | -16.9% |
| 3M | -35.6% | -16.5% | -19.0% | -33.0% |
| 6M | -55.7% | -19.7% | -36.0% | -53.7% |
| YTD | -43.1% | +29.3% | -72.4% | -48.3% |
| 1Y | -53.5% | +33.1% | -86.7% | -58.2% |
| 3Y | -59.8% | +158.5% | -218.4% | -70.9% |
| 5Y | -93.2% | +266.7% | -359.9% | -95.7% |
| All | -56.1% | +494.3% | -550.4% | -76.9% |
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