-48.3%
NIO vs CASY
+477.7%
-526.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +6.9% | +3.6% | +3.3% | +6.0% |
| 30D | -4.7% | +7.2% | -11.9% | -6.5% |
| 3M | -28.1% | -16.9% | -11.1% | -25.1% |
| 6M | -41.7% | -19.3% | -22.4% | -39.2% |
| YTD | -33.1% | +25.6% | -58.8% | -38.8% |
| 1Y | -50.3% | +30.2% | -80.4% | -55.0% |
| 3Y | -54.4% | +154.9% | -209.2% | -66.9% |
| 5Y | -91.6% | +252.1% | -343.7% | -94.6% |
| All | -48.3% | +477.7% | -526.0% | -72.6% |
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