+121.8%
NRG vs CASY
+161.8%
-40.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.0% |
| 7D | +10.0% | +3.6% | +6.4% | +9.8% |
| 30D | -3.2% | +9.1% | -12.3% | -3.7% |
| 3M | -18.5% | -16.5% | -2.0% | -17.8% |
| 6M | -25.3% | -19.7% | -5.6% | -23.7% |
| YTD | -38.1% | +29.3% | -67.4% | -41.1% |
| 1Y | -40.7% | +33.1% | -73.8% | -43.9% |
| 3Y | +121.8% | +158.5% | -36.8% | +95.1% |
| All | +121.8% | +161.8% | -40.0% | +95.1% |
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 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