-98.7%
NVD vs CASY
+192.1%
-290.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -8.0% | -5.3% |
| 7D | +27.3% | +5.8% | +21.5% | +28.7% |
| 30D | +59.9% | +10.7% | +49.2% | +63.1% |
| 3M | +39.4% | -13.9% | +53.3% | +34.0% |
| 6M | +27.6% | -18.4% | +46.0% | +17.7% |
| YTD | -17.9% | +29.6% | -47.5% | -3.9% |
| 1Y | -14.5% | +32.8% | -47.3% | +1.6% |
| 3Y | -98.6% | +162.3% | -260.8% | -97.5% |
| All | -98.7% | +192.1% | -290.8% | -97.7% |
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