+230.2%
NXT vs CASY
+221.5%
+8.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +0.6% |
| 7D | -5.7% | +5.8% | -11.5% | -6.2% |
| 30D | +18.5% | +10.7% | +7.8% | +17.2% |
| 3M | -4.1% | -13.9% | +9.8% | -2.9% |
| 6M | -20.3% | -18.4% | -1.9% | -18.5% |
| YTD | +15.5% | +29.6% | -14.2% | +8.1% |
| 1Y | -5.0% | +32.8% | -37.8% | -11.4% |
| 3Y | +191.6% | +162.3% | +29.4% | +124.1% |
| All | +230.2% | +221.5% | +8.7% | +125.7% |
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