+213.9%
NRG vs CASY
+163.7%
+50.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -14.2% | +10.7% | -2.7% |
| 7D | +3.9% | -16.5% | +20.4% | +4.9% |
| 30D | -3.0% | -26.4% | +23.4% | -1.4% |
| 3M | -10.9% | -17.3% | +6.4% | -10.5% |
| 6M | -25.3% | -5.2% | -20.1% | -26.4% |
| YTD | -26.8% | +14.1% | -40.9% | -29.6% |
| 1Y | -23.3% | +16.6% | -39.9% | -26.5% |
| All | +213.9% | +163.7% | +50.1% | +180.8% |
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