+1,575.9%
NRG vs CASY
+4,914.2%
-3,338.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.3% |
| 7D | +9.3% | -4.4% | +13.6% | +10.4% |
| 30D | +1.3% | -12.0% | +13.3% | +4.4% |
| 3M | -6.0% | -2.3% | -3.6% | -7.0% |
| 6M | -22.0% | +10.5% | -32.5% | -25.5% |
| YTD | -24.1% | +33.0% | -57.2% | -31.1% |
| 1Y | -18.0% | +41.1% | -59.2% | -27.0% |
| 3Y | +220.0% | +207.5% | +12.5% | +125.0% |
| 5Y | +201.1% | +290.7% | -89.6% | +95.7% |
| 10Y | +1,085.1% | +556.5% | +528.6% | +552.8% |
| All | +1,575.9% | +4,914.2% | -3,338.3% | +436.3% |
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