-60.9%
NKE vs CASY
+161.8%
-222.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.6% | +3.6% | -5.1% | -1.8% |
| 30D | +7.6% | +9.1% | -1.4% | +6.9% |
| 3M | -6.9% | -16.5% | +9.6% | -6.1% |
| 6M | -8.5% | -19.7% | +11.2% | -7.2% |
| YTD | -38.8% | +29.3% | -68.1% | -41.0% |
| 1Y | -40.6% | +33.1% | -73.7% | -43.0% |
| 3Y | -60.9% | +158.5% | -219.4% | -64.9% |
| All | -60.9% | +161.8% | -222.7% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling