+212.0%
NXT vs CASY
+220.6%
-8.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.5% |
| 7D | -9.4% | +3.6% | -13.0% | -9.7% |
| 30D | +15.1% | +9.1% | +6.1% | +14.0% |
| 3M | -9.1% | -16.5% | +7.4% | -7.7% |
| 6M | -30.3% | -19.7% | -10.6% | -28.5% |
| YTD | +9.1% | +29.3% | -20.2% | +2.2% |
| 1Y | +7.9% | +33.1% | -25.3% | +0.6% |
| 3Y | +176.5% | +158.5% | +18.0% | +113.3% |
| All | +212.0% | +220.6% | -8.6% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling