+1,266.9%
NRG vs CASY
+4,772.6%
-3,505.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.2% |
| 7D | +10.0% | +3.6% | +6.4% | +9.0% |
| 30D | -3.2% | +9.1% | -12.3% | -5.5% |
| 3M | -18.5% | -16.5% | -2.0% | -15.3% |
| 6M | -25.3% | -19.7% | -5.6% | -22.6% |
| YTD | -38.1% | +29.3% | -67.4% | -43.7% |
| 1Y | -40.7% | +33.1% | -73.8% | -46.6% |
| 3Y | +121.8% | +158.5% | -36.8% | +63.2% |
| 5Y | +209.2% | +266.7% | -57.5% | +103.5% |
| 10Y | +981.4% | +553.5% | +427.9% | +493.1% |
| All | +1,266.9% | +4,772.6% | -3,505.6% | +338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling