+36.0%
NVS vs CASY
+32.1%
+3.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.4% |
| 7D | +5.7% | +0.8% | +4.9% | +5.6% |
| 30D | +17.1% | +9.4% | +7.6% | +15.9% |
| 3M | +7.6% | -20.6% | +28.2% | +9.7% |
| 6M | +14.1% | -20.7% | +34.8% | +17.4% |
| YTD | +23.3% | +22.5% | +0.8% | +18.9% |
| 1Y | +36.0% | +29.5% | +6.5% | +29.3% |
| All | +36.0% | +32.1% | +3.8% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling