+244.4%
NXT vs CASY
+209.6%
+34.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.4% |
| 7D | +32.2% | +1.1% | +31.1% | +32.1% |
| 30D | +21.9% | +8.7% | +13.2% | +20.7% |
| 3M | +6.6% | -17.3% | +23.9% | +8.2% |
| 6M | -16.8% | -19.7% | +2.9% | -15.0% |
| YTD | +20.4% | +24.8% | -4.4% | +13.1% |
| 1Y | -1.5% | +31.9% | -33.4% | -8.3% |
| 3Y | +182.4% | +155.4% | +27.0% | +116.8% |
| All | +244.4% | +209.6% | +34.8% | +136.1% |
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