+6,094.5%
NKE vs CASY
+34,208.5%
-28,114.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -1.6% | +3.6% | -5.1% | -2.3% |
| 30D | +7.6% | +9.1% | -1.4% | +5.7% |
| 3M | -6.9% | -16.5% | +9.6% | -3.7% |
| 6M | -8.5% | -19.7% | +11.2% | -5.3% |
| YTD | -38.8% | +29.3% | -68.1% | -43.0% |
| 1Y | -40.6% | +33.1% | -73.7% | -45.1% |
| 3Y | -60.9% | +158.5% | -219.4% | -69.3% |
| 5Y | -75.4% | +266.7% | -342.1% | -82.2% |
| 10Y | -13.5% | +553.5% | -567.0% | -45.5% |
| All | +6,094.5% | +34,208.5% | -28,114.1% | +1,742.7% |
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