+41.8%
NTR vs CASY
+207.5%
-165.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.8% |
| 7D | +3.8% | -4.4% | +8.2% | +4.3% |
| 30D | +25.2% | -12.0% | +37.3% | +26.9% |
| 3M | +21.0% | -2.3% | +23.3% | +20.9% |
| 6M | +7.6% | +10.5% | -2.9% | +5.6% |
| YTD | +32.9% | +33.0% | -0.2% | +26.8% |
| 1Y | +43.1% | +41.1% | +1.9% | +35.2% |
| All | +41.8% | +207.5% | -165.7% | +14.0% |
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