+92.9%
NTRS vs CASY
+229.6%
-136.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | +1.4% | -18.6% | +20.0% | +5.3% |
| 30D | -0.7% | -26.6% | +26.0% | +5.3% |
| 3M | +11.3% | -32.8% | +44.1% | +20.0% |
| 6M | +35.5% | -10.0% | +45.6% | +34.8% |
| YTD | +40.6% | +11.6% | +29.0% | +31.5% |
| 1Y | +49.2% | +11.5% | +37.7% | +39.2% |
| 3Y | +167.2% | +160.7% | +6.5% | +87.4% |
| All | +92.9% | +229.6% | -136.7% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling