+31.5%
ABNB vs CASY
+300.5%
-269.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +11.2% | +3.6% | +7.6% | +10.4% |
| 30D | +14.7% | +7.2% | +7.5% | +13.1% |
| 3M | +6.9% | -16.9% | +23.8% | +10.6% |
| 6M | +34.5% | -19.3% | +53.8% | +39.1% |
| YTD | +40.2% | +25.6% | +14.6% | +27.6% |
| 1Y | +57.4% | +30.2% | +27.3% | +41.6% |
| 3Y | +64.7% | +154.9% | -90.1% | +16.6% |
| 5Y | -2.3% | +252.1% | -254.4% | -39.6% |
| All | +31.5% | +300.5% | -269.0% | -25.0% |
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