+717.0%
NVT vs CASY
+710.0%
+7.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | -3.7% | -11.3% | +7.6% | +0.5% |
| 3M | -10.1% | -0.6% | -9.5% | -11.9% |
| 6M | +37.5% | +10.7% | +26.7% | +28.8% |
| YTD | +53.7% | +37.1% | +16.6% | +31.7% |
| 1Y | +70.9% | +52.3% | +18.6% | +39.1% |
| 3Y | +180.4% | +215.2% | -34.8% | +60.3% |
| 5Y | +393.5% | +276.5% | +117.0% | +154.9% |
| All | +717.0% | +710.0% | +7.0% | +223.0% |
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 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