-31.7%
NKE vs CASY
+32.1%
-63.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +5.2% |
| 7D | +9.0% | +0.8% | +8.2% | +9.0% |
| 30D | +19.2% | +9.4% | +9.8% | +19.2% |
| 3M | -1.5% | -20.6% | +19.1% | -2.2% |
| 6M | -4.2% | -20.7% | +16.5% | -4.6% |
| YTD | -34.8% | +22.5% | -57.3% | -32.0% |
| 1Y | -31.7% | +29.5% | -61.2% | -30.8% |
| All | -31.7% | +32.1% | -63.8% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling