+1,269.4%
NVS vs CASY
+10,346.3%
-9,076.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | +3.6% | -11.3% | +14.9% | +5.3% |
| 3M | +7.8% | -0.6% | +8.5% | +7.4% |
| 6M | -0.2% | +10.7% | -10.9% | -2.3% |
| YTD | +19.6% | +37.1% | -17.5% | +13.4% |
| 1Y | +28.4% | +52.3% | -23.9% | +19.8% |
| 3Y | +76.2% | +215.2% | -139.0% | +46.4% |
| 5Y | +111.1% | +276.5% | -165.4% | +69.9% |
| 10Y | +224.3% | +508.4% | -284.1% | +139.6% |
| All | +1,269.4% | +10,346.3% | -9,076.9% | +560.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling