+14,317.4%
NUE vs CASY
+36,294.0%
-21,976.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -5.0% | -11.3% | +6.4% | -1.6% |
| 3M | -0.2% | -0.6% | +0.4% | -1.3% |
| 6M | +49.1% | +10.7% | +38.4% | +42.3% |
| YTD | +61.0% | +37.1% | +23.9% | +43.6% |
| 1Y | +82.5% | +52.3% | +30.2% | +56.9% |
| 3Y | +57.9% | +215.2% | -157.3% | +6.0% |
| 5Y | +146.6% | +276.5% | -129.9% | +55.7% |
| 10Y | +561.6% | +508.4% | +53.2% | +254.9% |
| All | +14,317.4% | +36,294.0% | -21,976.7% | +2,437.7% |
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