-12.5%
NKE vs CASY
+555.0%
-567.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -1.6% | +3.6% | -5.1% | -2.5% |
| 30D | +7.6% | +9.1% | -1.4% | +5.2% |
| 3M | -6.9% | -16.5% | +9.6% | -2.8% |
| 6M | -8.5% | -19.7% | +11.2% | -4.3% |
| YTD | -38.8% | +29.3% | -68.1% | -44.8% |
| 1Y | -40.6% | +33.1% | -73.7% | -47.1% |
| 3Y | -60.9% | +158.5% | -219.4% | -72.9% |
| 5Y | -75.4% | +266.7% | -342.1% | -85.3% |
| All | -12.5% | +555.0% | -567.5% | -58.0% |
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 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