-24.4%
NKE vs CASY
+464.4%
-488.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.5% | -17.2% | +11.7% | -1.0% |
| 30D | -10.4% | -24.4% | +13.9% | -4.0% |
| 3M | -15.8% | -31.4% | +15.6% | -7.5% |
| 6M | -33.4% | -8.9% | -24.5% | -33.4% |
| YTD | -41.0% | +13.8% | -54.8% | -44.9% |
| 1Y | -49.1% | +17.0% | -66.0% | -53.1% |
| 3Y | -59.8% | +163.1% | -222.9% | -72.8% |
| 5Y | -75.5% | +239.0% | -314.5% | -85.1% |
| All | -24.4% | +464.4% | -488.8% | -62.6% |
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