+22.5%
NXT vs CASY
+42.6%
-20.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.0% |
| 7D | +2.9% | -4.4% | +7.2% | +2.6% |
| 30D | -17.2% | -12.0% | -5.2% | -17.7% |
| 3M | -32.0% | -2.3% | -29.7% | -33.2% |
| 6M | -15.8% | +10.5% | -26.3% | -19.3% |
| YTD | -1.9% | +33.0% | -34.9% | -7.2% |
| 1Y | +22.5% | +41.1% | -18.6% | +24.7% |
| All | +22.5% | +42.6% | -20.1% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling