-59.5%
NVD vs CASY
+22.7%
-82.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -14.2% | +16.1% | +4.9% |
| 7D | +0.5% | -16.5% | +17.1% | +4.3% |
| 30D | -9.3% | -26.4% | +17.1% | -2.6% |
| 3M | -22.1% | -17.3% | -4.8% | -18.3% |
| 6M | -45.8% | -5.2% | -40.6% | -43.5% |
| YTD | -46.7% | +14.1% | -60.8% | -46.6% |
| 1Y | -59.5% | +16.6% | -76.1% | -61.2% |
| All | -59.5% | +22.7% | -82.2% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling