-51.3%
NVO vs CASY
+163.7%
-215.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.2% | +12.9% | +0.4% |
| 7D | -4.7% | -16.5% | +11.8% | -2.7% |
| 30D | -5.4% | -26.4% | +20.9% | -2.0% |
| 3M | +7.0% | -17.3% | +24.3% | +8.4% |
| 6M | +17.6% | -5.2% | +22.8% | +16.8% |
| YTD | -8.0% | +14.1% | -22.1% | -11.6% |
| 1Y | -13.8% | +16.6% | -30.5% | -17.7% |
| All | -51.3% | +163.7% | -215.0% | -55.4% |
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