-48.6%
NIO vs CASY
+473.9%
-522.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.0% |
| 7D | +5.6% | +1.1% | +4.5% | +5.3% |
| 30D | -4.2% | +8.7% | -12.9% | -6.4% |
| 3M | -26.3% | -17.3% | -9.0% | -23.2% |
| 6M | -42.5% | -19.7% | -22.8% | -40.0% |
| YTD | -33.5% | +24.8% | -58.4% | -39.0% |
| 1Y | -52.7% | +31.9% | -84.6% | -57.3% |
| 3Y | -57.5% | +155.4% | -212.9% | -69.2% |
| 5Y | -92.0% | +250.6% | -342.6% | -94.8% |
| All | -48.6% | +473.9% | -522.5% | -72.7% |
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