+148.0%
NUE vs CASY
+265.4%
-117.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.4% |
| 7D | -2.4% | +5.8% | -8.3% | -3.8% |
| 30D | +3.8% | +10.7% | -6.9% | +1.1% |
| 3M | -3.7% | -13.9% | +10.2% | -0.4% |
| 6M | +13.2% | -18.4% | +31.7% | +18.2% |
| YTD | +61.6% | +29.6% | +31.9% | +44.5% |
| 1Y | +83.6% | +32.8% | +50.8% | +62.4% |
| 3Y | +78.6% | +162.3% | -83.6% | +18.4% |
| 5Y | +148.0% | +265.0% | -117.1% | +33.6% |
| All | +148.0% | +265.4% | -117.4% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling