+14,369.4%
NUE vs CASY
+34,306.4%
-19,937.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.2% |
| 7D | -2.4% | +5.8% | -8.3% | -4.1% |
| 30D | +3.8% | +10.7% | -6.9% | +0.5% |
| 3M | -3.7% | -13.9% | +10.2% | -0.1% |
| 6M | +13.2% | -18.4% | +31.7% | +17.9% |
| YTD | +61.6% | +29.6% | +31.9% | +45.4% |
| 1Y | +83.6% | +32.8% | +50.8% | +63.6% |
| 3Y | +78.6% | +162.3% | -83.6% | +26.3% |
| 5Y | +148.0% | +265.0% | -117.1% | +56.8% |
| 10Y | +449.9% | +555.4% | -105.5% | +187.5% |
| All | +14,369.4% | +34,306.4% | -19,937.0% | +2,470.5% |
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