-42.4%
NIO vs CASY
+530.4%
-572.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.9% |
| 3M | -33.2% | -0.6% | -32.6% | -33.8% |
| 6M | -21.5% | +10.7% | -32.2% | -24.8% |
| YTD | -25.5% | +37.1% | -62.6% | -32.9% |
| 1Y | -38.0% | +52.3% | -90.3% | -46.0% |
| 3Y | -65.5% | +215.2% | -280.6% | -76.3% |
| 5Y | -90.6% | +276.5% | -367.1% | -94.0% |
| All | -42.4% | +530.4% | -572.9% | -70.0% |
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