+7,683.4%
NTRS vs CASY
+35,206.2%
-27,522.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.1% |
| 7D | +1.7% | -4.4% | +6.0% | +2.9% |
| 30D | +0.1% | -12.0% | +12.2% | +3.7% |
| 3M | +9.8% | -2.3% | +12.2% | +9.0% |
| 6M | +34.7% | +10.5% | +24.1% | +28.6% |
| YTD | +37.4% | +33.0% | +4.4% | +24.3% |
| 1Y | +48.2% | +41.1% | +7.0% | +31.3% |
| 3Y | +163.5% | +207.5% | -44.0% | +82.6% |
| 5Y | +88.2% | +290.7% | -202.5% | +20.7% |
| 10Y | +246.8% | +556.5% | -309.6% | +89.3% |
| All | +7,683.4% | +35,206.2% | -27,522.8% | +1,783.8% |
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 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