+393.8%
NVDX vs CASY
+166.3%
+227.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.0% | -7.9% | -8.8% |
| 7D | -17.5% | +2.5% | -20.0% | -17.9% |
| 30D | -49.2% | +10.2% | -59.5% | -50.4% |
| 3M | -49.3% | -15.7% | -33.6% | -47.5% |
| 6M | -52.0% | -18.4% | -33.6% | -49.6% |
| YTD | -39.1% | +28.3% | -67.4% | -50.1% |
| 1Y | -45.8% | +32.6% | -78.3% | -56.7% |
| 3Y | +281.3% | +159.5% | +121.8% | +115.2% |
| All | +393.8% | +166.3% | +227.5% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling