+497.0%
ABBV vs CASY
+468.0%
+29.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.2% | +15.1% | +3.3% |
| 7D | -4.1% | -16.5% | +12.4% | -1.3% |
| 30D | +1.2% | -26.4% | +27.6% | +6.4% |
| 3M | +12.1% | -17.3% | +29.4% | +14.8% |
| 6M | +12.0% | -5.2% | +17.2% | +11.5% |
| YTD | +12.4% | +14.1% | -1.7% | +7.8% |
| 1Y | +22.9% | +16.6% | +6.3% | +17.2% |
| 3Y | +86.8% | +163.7% | -77.0% | +47.2% |
| 5Y | +181.0% | +231.3% | -50.3% | +106.9% |
| 10Y | +497.0% | +462.9% | +34.1% | +272.6% |
| All | +497.0% | +468.0% | +29.0% | +272.6% |
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