+6,161.3%
NKE vs CASY
+36,294.1%
-30,132.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -8.6% | -11.3% | +2.8% | -6.3% |
| 3M | -11.0% | -0.6% | -10.4% | -11.7% |
| 6M | -33.2% | +10.7% | -43.9% | -35.4% |
| YTD | -38.1% | +37.1% | -75.3% | -42.9% |
| 1Y | -47.4% | +52.3% | -99.7% | -52.7% |
| 3Y | -59.8% | +215.2% | -275.0% | -69.7% |
| 5Y | -74.2% | +276.5% | -350.7% | -81.4% |
| 10Y | -23.5% | +508.4% | -531.8% | -51.1% |
| All | +6,161.3% | +36,294.1% | -30,132.8% | +1,745.2% |
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