+14,333.9%
NUE vs CASY
+33,946.0%
-19,612.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +6.1% | +2.5% | +3.7% | +5.4% |
| 30D | +2.7% | +10.2% | -7.5% | -0.4% |
| 3M | -3.8% | -15.7% | +11.9% | +0.4% |
| 6M | +14.0% | -18.4% | +32.4% | +18.6% |
| YTD | +61.2% | +28.3% | +32.9% | +45.5% |
| 1Y | +77.8% | +32.6% | +45.2% | +58.6% |
| 3Y | +78.2% | +159.5% | -81.3% | +26.3% |
| 5Y | +149.8% | +263.9% | -114.1% | +58.2% |
| 10Y | +448.6% | +548.5% | -99.9% | +187.7% |
| All | +14,333.9% | +33,946.0% | -19,612.0% | +2,472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling