-90.6%
NIO vs CASY
+276.6%
-367.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | -13.0% | +0.1% | -13.1% | -13.1% |
| 30D | -18.3% | -11.3% | -6.9% | -16.0% |
| 3M | -33.2% | -0.6% | -32.6% | -33.7% |
| 6M | -21.5% | +10.7% | -32.2% | -24.9% |
| YTD | -25.5% | +37.1% | -62.6% | -33.1% |
| 1Y | -38.0% | +52.3% | -90.3% | -46.2% |
| 3Y | -65.5% | +215.2% | -280.6% | -77.3% |
| All | -90.6% | +276.6% | -367.3% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling