-98.6%
NVD vs CASY
+189.0%
-287.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.1% | +8.8% |
| 7D | +17.0% | +2.5% | +14.5% | +17.6% |
| 30D | +77.3% | +10.2% | +67.1% | +80.7% |
| 3M | +61.6% | -15.7% | +77.3% | +54.5% |
| 6M | +40.7% | -18.4% | +59.0% | +30.2% |
| YTD | -10.5% | +28.3% | -38.8% | +4.6% |
| 1Y | -6.1% | +32.6% | -38.7% | +11.8% |
| 3Y | -98.4% | +159.5% | -257.9% | -97.2% |
| All | -98.6% | +189.0% | -287.6% | -97.5% |
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