+499.2%
NOW vs CASY
+553.2%
-54.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.0% | +1.1% | -4.1% | -3.3% |
| 30D | -26.0% | +8.7% | -34.7% | -27.7% |
| 3M | -13.1% | -17.3% | +4.2% | -9.6% |
| 6M | +14.5% | -19.7% | +34.2% | +18.9% |
| YTD | -33.4% | +24.8% | -58.3% | -40.2% |
| 1Y | -40.6% | +31.9% | -72.5% | -47.8% |
| 3Y | -16.3% | +155.4% | -171.7% | -42.4% |
| 5Y | -26.3% | +250.6% | -276.9% | -55.1% |
| All | +499.2% | +553.2% | -54.0% | +191.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling