+221.6%
ACWI vs CASY
+539.5%
-317.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -0.2% | +5.0% | -5.1% | -1.3% |
| 30D | -3.3% | +8.2% | -11.5% | -5.2% |
| 3M | -3.4% | -18.2% | +14.8% | +0.8% |
| 6M | +0.8% | -18.6% | +19.4% | +4.4% |
| YTD | +10.7% | +26.8% | -16.1% | +1.1% |
| 1Y | +11.6% | +31.6% | -20.0% | +0.7% |
| 3Y | +73.4% | +156.5% | -83.1% | +26.2% |
| 5Y | +60.2% | +258.6% | -198.4% | +3.2% |
| 10Y | +221.6% | +550.3% | -328.7% | +76.3% |
| All | +221.6% | +539.5% | -317.9% | +76.3% |
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