+17.2%
NOC vs CASY
+154.1%
-136.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -5.8% | +1.1% | -6.9% | -5.9% |
| 30D | +10.9% | +8.7% | +2.2% | +10.3% |
| 3M | -7.1% | -17.3% | +10.2% | -6.1% |
| 6M | -5.3% | -19.7% | +14.4% | -4.0% |
| YTD | -6.8% | +24.8% | -31.6% | -9.2% |
| 1Y | -6.7% | +31.9% | -38.6% | -9.5% |
| 3Y | +17.2% | +155.4% | -138.2% | +6.0% |
| All | +17.2% | +154.1% | -136.9% | +6.0% |
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 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