+180.5%
NXT vs CASY
+229.9%
-49.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.4% |
| 7D | +2.9% | -4.4% | +7.2% | +3.3% |
| 30D | -17.2% | -12.0% | -5.2% | -16.3% |
| 3M | -32.0% | -2.3% | -29.7% | -32.8% |
| 6M | -15.8% | +10.5% | -26.3% | -18.6% |
| YTD | -1.9% | +33.0% | -34.9% | -8.2% |
| 1Y | +22.5% | +41.1% | -18.6% | +13.3% |
| 3Y | +100.5% | +207.5% | -107.0% | +47.6% |
| All | +180.5% | +229.9% | -49.4% | +91.5% |
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