+27.6%
NVD vs CASY
-17.3%
+44.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -8.0% | -6.6% |
| 7D | +27.3% | +5.8% | +21.5% | +24.8% |
| 30D | +59.9% | +10.7% | +49.2% | +54.4% |
| 3M | +39.4% | -13.9% | +53.3% | +47.2% |
| 6M | +27.6% | -18.4% | +46.0% | +39.3% |
| All | +27.6% | -17.3% | +44.9% | +39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling