+565.3%
NUE vs CASY
+464.4%
+100.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.7% | -17.2% | +14.6% | +3.7% |
| 30D | -6.1% | -24.4% | +18.3% | +3.4% |
| 3M | +2.2% | -31.4% | +33.6% | +16.3% |
| 6M | +50.8% | -8.9% | +59.7% | +51.0% |
| YTD | +57.5% | +13.8% | +43.7% | +43.5% |
| 1Y | +82.5% | +17.0% | +65.5% | +63.5% |
| 3Y | +61.7% | +163.1% | -101.4% | -3.2% |
| 5Y | +145.1% | +239.0% | -93.9% | +27.8% |
| All | +565.3% | +464.4% | +100.9% | +183.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling