+45.8%
NU vs CASY
+162.5%
-116.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | +1.5% |
| 7D | +2.8% | +5.8% | -3.1% | +1.6% |
| 30D | -23.0% | +10.7% | -33.7% | -24.7% |
| 3M | -9.7% | -13.9% | +4.1% | -7.1% |
| 6M | -8.7% | -18.4% | +9.7% | -4.8% |
| YTD | -26.4% | +29.6% | -56.0% | -35.4% |
| 1Y | -24.8% | +32.8% | -57.6% | -34.8% |
| All | +45.8% | +162.5% | -116.7% | +0.2% |
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