+25.6%
NOC vs CASY
+220.7%
-195.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -7.2% | -11.3% | +4.1% | -6.6% |
| 3M | -5.1% | -0.6% | -4.5% | -5.2% |
| 6M | -31.1% | +10.7% | -41.8% | -31.8% |
| YTD | -8.6% | +37.1% | -45.7% | -11.1% |
| 1Y | -9.7% | +52.3% | -62.0% | -13.0% |
| All | +25.6% | +220.7% | -195.1% | +16.4% |
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