-3.0%
NU vs CASY
+22.7%
-25.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.2% | +12.1% | -1.9% |
| 7D | -2.6% | -16.5% | +13.9% | -2.3% |
| 30D | +8.2% | -26.4% | +34.6% | +8.5% |
| 3M | +26.3% | -17.3% | +43.6% | +25.7% |
| 6M | +2.2% | -5.2% | +7.5% | -2.2% |
| YTD | -10.4% | +14.1% | -24.5% | -17.4% |
| 1Y | -3.0% | +16.6% | -19.6% | -11.1% |
| All | -3.0% | +22.7% | -25.7% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling