+603.7%
ABBV vs CASY
+551.3%
+52.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +1.5% | +3.6% | -2.0% | +0.9% |
| 30D | +6.7% | +7.2% | -0.5% | +5.4% |
| 3M | +19.9% | -16.9% | +36.9% | +23.3% |
| 6M | +47.5% | -19.3% | +66.8% | +51.7% |
| YTD | +32.2% | +25.6% | +6.6% | +24.7% |
| 1Y | +37.8% | +30.2% | +7.7% | +29.0% |
| 3Y | +134.8% | +154.9% | -20.1% | +88.2% |
| 5Y | +203.0% | +252.1% | -49.1% | +122.2% |
| 10Y | +603.7% | +535.8% | +67.9% | +341.4% |
| All | +603.7% | +551.3% | +52.4% | +341.4% |
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