+44.7%
NTR vs CASY
+161.8%
-117.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | -0.3% | +3.6% | -3.9% | -0.6% |
| 30D | +2.0% | +9.1% | -7.1% | +1.2% |
| 3M | +6.4% | -16.5% | +22.9% | +8.1% |
| 6M | +1.6% | -19.7% | +21.3% | +3.9% |
| YTD | +18.2% | +29.3% | -11.0% | +13.3% |
| 1Y | +23.9% | +33.1% | -9.2% | +18.2% |
| 3Y | +44.7% | +158.5% | -113.9% | +16.0% |
| All | +44.7% | +161.8% | -117.1% | +16.0% |
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