-9.4%
NVTS vs CASY
+240.2%
-249.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.2% | +10.9% | +0.6% |
| 7D | +3.5% | -16.5% | +20.0% | +8.5% |
| 30D | -11.9% | -26.4% | +14.5% | -4.5% |
| 3M | -49.2% | -17.3% | -31.9% | -48.2% |
| 6M | +38.4% | -5.2% | +43.6% | +36.6% |
| YTD | +62.5% | +14.1% | +48.4% | +50.8% |
| 1Y | +101.4% | +16.6% | +84.8% | +85.0% |
| 3Y | +40.4% | +163.7% | -123.3% | -12.9% |
| All | -9.4% | +240.2% | -249.6% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling