+1,065.2%
NRG vs CASY
+453.5%
+611.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.6% | +2.1% |
| 7D | -4.7% | -18.6% | +13.9% | +0.2% |
| 30D | -6.0% | -26.6% | +20.7% | +1.3% |
| 3M | -8.0% | -32.8% | +24.8% | +1.2% |
| 6M | -23.2% | -10.0% | -13.1% | -23.3% |
| YTD | -28.1% | +11.6% | -39.7% | -32.8% |
| 1Y | -27.3% | +11.5% | -38.8% | -32.3% |
| 3Y | +208.7% | +160.7% | +48.0% | +110.4% |
| 5Y | +197.7% | +232.4% | -34.8% | +82.3% |
| All | +1,065.2% | +453.5% | +611.7% | +472.1% |
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