+164.4%
NTRS vs CASY
+163.1%
+1.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +0.3% | -17.2% | +17.6% | +2.3% |
| 30D | +0.2% | -24.4% | +24.5% | +3.1% |
| 3M | +13.2% | -31.4% | +44.6% | +17.8% |
| 6M | +36.9% | -8.9% | +45.8% | +35.8% |
| YTD | +39.1% | +13.8% | +25.3% | +32.2% |
| 1Y | +50.4% | +17.0% | +33.5% | +41.9% |
| All | +164.4% | +163.1% | +1.3% | +145.8% |
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