-99.2%
NVD vs CASY
+208.9%
-308.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -11.1% | +0.1% | -11.2% | -11.1% |
| 30D | -13.3% | -11.3% | -1.9% | -16.1% |
| 3M | -19.8% | -0.6% | -19.2% | -19.6% |
| 6M | -48.8% | +10.7% | -59.5% | -45.4% |
| YTD | -49.7% | +37.1% | -86.8% | -40.2% |
| 1Y | -61.4% | +52.3% | -113.7% | -51.1% |
| 3Y | -99.1% | +215.2% | -314.3% | -98.4% |
| All | -99.2% | +208.9% | -308.1% | -98.6% |
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