+235.9%
NVDA vs CASY
+161.8%
+74.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -12.7% | +3.6% | -16.3% | -13.1% |
| 30D | -26.4% | +9.1% | -35.5% | -27.1% |
| 3M | -27.6% | -16.5% | -11.1% | -26.1% |
| 6M | -27.7% | -19.7% | -8.0% | -25.2% |
| YTD | -12.5% | +29.3% | -41.7% | -20.7% |
| 1Y | -12.6% | +33.1% | -45.8% | -21.7% |
| 3Y | +235.9% | +158.5% | +77.4% | +141.1% |
| All | +235.9% | +161.8% | +74.2% | +141.1% |
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