+1,297.4%
NVS vs CASY
+9,559.6%
-8,262.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +2.5% | +5.0% | -2.5% | +1.8% |
| 30D | +13.6% | +8.2% | +5.4% | +12.3% |
| 3M | +4.1% | -18.2% | +22.3% | +6.9% |
| 6M | +11.8% | -18.6% | +30.4% | +14.3% |
| YTD | +22.0% | +26.8% | -4.8% | +16.9% |
| 1Y | +32.3% | +31.6% | +0.7% | +25.9% |
| 3Y | +93.6% | +156.5% | -62.9% | +65.6% |
| 5Y | +136.7% | +258.6% | -121.9% | +91.6% |
| 10Y | +254.6% | +550.3% | -295.7% | +159.8% |
| All | +1,297.4% | +9,559.6% | -8,262.2% | +580.8% |
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