+29.1%
ABNB vs CASY
+312.0%
-282.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | -1.7% | +3.6% | -5.2% | -2.4% |
| 30D | +11.8% | +9.1% | +2.8% | +9.8% |
| 3M | +0.9% | -16.5% | +17.4% | +4.3% |
| 6M | +40.5% | -19.7% | +60.2% | +45.9% |
| YTD | +37.6% | +29.3% | +8.4% | +24.5% |
| 1Y | +54.1% | +33.1% | +21.0% | +38.0% |
| 3Y | +56.8% | +158.5% | -101.8% | +10.9% |
| 5Y | -9.6% | +266.7% | -276.3% | -44.6% |
| All | +29.1% | +312.0% | -282.9% | -26.8% |
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