+312.3%
A vs CASY
+565.2%
-252.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.0% |
| 7D | -0.1% | +5.8% | -5.9% | -1.5% |
| 30D | +3.3% | +10.7% | -7.4% | +0.7% |
| 3M | +18.5% | -13.9% | +32.4% | +22.1% |
| 6M | +59.3% | -18.4% | +77.7% | +64.9% |
| YTD | +31.0% | +29.6% | +1.4% | +18.1% |
| 1Y | +19.3% | +32.8% | -13.5% | +6.5% |
| 3Y | +66.8% | +162.3% | -95.4% | +18.1% |
| 5Y | +15.5% | +265.0% | -249.5% | -27.5% |
| 10Y | +312.3% | +555.4% | -243.0% | +119.7% |
| All | +312.3% | +565.2% | -252.8% | +119.7% |
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