+579.4%
NTAP vs CASY
+550.0%
+29.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.9% |
| 7D | +9.9% | +2.5% | +7.4% | +9.1% |
| 30D | -22.1% | +10.2% | -32.4% | -24.4% |
| 3M | -7.7% | -15.7% | +8.0% | -3.8% |
| 6M | +60.9% | -18.4% | +79.3% | +67.5% |
| YTD | +76.4% | +28.3% | +48.2% | +57.0% |
| 1Y | +69.3% | +32.6% | +36.8% | +48.7% |
| 3Y | +154.6% | +159.5% | -4.9% | +69.7% |
| 5Y | +131.4% | +263.9% | -132.5% | +31.4% |
| All | +579.4% | +550.0% | +29.4% | +204.2% |
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