-99.2%
NVD vs CASY
+209.8%
-309.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +6.9% | +3.2% |
| 7D | -7.7% | -4.4% | -3.3% | -8.6% |
| 30D | -5.8% | -12.0% | +6.3% | -8.9% |
| 3M | -23.2% | -2.3% | -20.9% | -23.0% |
| 6M | -49.7% | +10.5% | -60.3% | -46.0% |
| YTD | -47.7% | +33.0% | -80.7% | -38.3% |
| 1Y | -61.3% | +41.1% | -102.5% | -52.8% |
| 3Y | -99.2% | +207.5% | -306.7% | -98.5% |
| All | -99.2% | +209.8% | -309.0% | -98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling