+125.1%
NU vs CASY
+209.8%
-84.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.4% |
| 7D | +6.0% | -4.4% | +10.4% | +7.0% |
| 30D | +10.8% | -12.0% | +22.8% | +13.6% |
| 3M | +32.2% | -2.3% | +34.5% | +30.7% |
| 6M | +5.1% | +10.5% | -5.4% | -0.8% |
| YTD | -8.4% | +33.0% | -41.4% | -18.9% |
| 1Y | +0.7% | +41.1% | -40.4% | -12.9% |
| 3Y | +125.1% | +207.5% | -82.4% | +66.9% |
| All | +125.1% | +209.8% | -84.7% | +66.9% |
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