+246.4%
A vs CASY
+568.7%
-322.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +6.9% | -11.3% | +18.3% | +9.9% |
| 3M | +9.2% | -0.6% | +9.9% | +7.8% |
| 6M | +25.7% | +10.7% | +15.0% | +19.8% |
| YTD | +11.5% | +37.1% | -25.6% | -0.3% |
| 1Y | +18.4% | +52.3% | -33.9% | +2.1% |
| 3Y | +26.6% | +215.2% | -188.6% | -14.9% |
| 5Y | -12.8% | +276.5% | -289.3% | -45.4% |
| All | +246.4% | +568.7% | -322.3% | +83.1% |
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 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