-26.7%
NVTS vs CASY
+278.2%
-304.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +9.6% | +5.0% | +4.6% | +8.2% |
| 30D | -13.0% | +8.2% | -21.2% | -15.0% |
| 3M | -28.8% | -18.2% | -10.6% | -25.2% |
| 6M | -48.5% | -18.6% | -29.9% | -46.2% |
| YTD | +31.4% | +26.8% | +4.6% | +18.0% |
| 1Y | -2.3% | +31.6% | -33.9% | -13.6% |
| 3Y | +49.8% | +156.5% | -106.7% | -3.5% |
| 5Y | -43.2% | +258.6% | -301.8% | -70.7% |
| All | -26.7% | +278.2% | -304.9% | -63.2% |
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