+216.7%
ACWI vs CASY
+553.2%
-336.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -2.4% | +1.1% | -3.4% | -2.6% |
| 30D | -5.2% | +8.7% | -13.9% | -7.2% |
| 3M | -4.8% | -17.3% | +12.5% | -1.0% |
| 6M | -1.3% | -19.7% | +18.4% | +2.5% |
| YTD | +8.4% | +24.8% | -16.4% | -0.6% |
| 1Y | +11.0% | +31.9% | -20.9% | 0.0% |
| 3Y | +70.6% | +155.4% | -84.8% | +24.1% |
| 5Y | +55.3% | +250.6% | -195.3% | +0.7% |
| All | +216.7% | +553.2% | -336.5% | +74.2% |
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