+92.6%
NTR vs CASY
+616.1%
-523.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +8.1% | +0.1% | +8.0% | +8.1% |
| 30D | +18.8% | -11.3% | +30.1% | +22.4% |
| 3M | +16.2% | -0.6% | +16.9% | +15.2% |
| 6M | +9.8% | +10.7% | -1.0% | +4.9% |
| YTD | +30.9% | +37.1% | -6.3% | +17.2% |
| 1Y | +41.8% | +52.3% | -10.5% | +22.6% |
| 3Y | +35.8% | +215.2% | -179.4% | -10.6% |
| 5Y | +51.0% | +276.5% | -225.4% | -8.3% |
| All | +92.6% | +616.1% | -523.5% | -9.9% |
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