+136.0%
NVO vs CASY
+453.5%
-317.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.8% |
| 7D | -7.6% | -18.6% | +11.0% | -4.9% |
| 30D | -6.0% | -26.6% | +20.7% | -1.8% |
| 3M | -0.8% | -32.8% | +32.0% | +4.9% |
| 6M | +16.5% | -10.0% | +26.5% | +17.1% |
| YTD | -11.1% | +11.6% | -22.7% | -13.9% |
| 1Y | -16.7% | +11.5% | -28.2% | -19.4% |
| 3Y | -52.9% | +160.7% | -213.6% | -60.5% |
| 5Y | -3.0% | +232.4% | -235.4% | -22.2% |
| All | +136.0% | +453.5% | -317.5% | +76.0% |
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