+313.1%
A vs CASY
+553.2%
-240.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -0.1% | +1.1% | -1.2% | -0.3% |
| 30D | +3.4% | +8.7% | -5.3% | +1.2% |
| 3M | +23.8% | -17.3% | +41.1% | +28.7% |
| 6M | +49.0% | -19.7% | +68.7% | +54.5% |
| YTD | +29.4% | +24.8% | +4.6% | +17.7% |
| 1Y | +19.4% | +31.9% | -12.5% | +6.6% |
| 3Y | +66.2% | +155.4% | -89.2% | +18.5% |
| 5Y | +15.8% | +250.6% | -234.8% | -26.5% |
| All | +313.1% | +553.2% | -240.0% | +124.2% |
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