+55.4%
ACWI vs CASY
+254.0%
-198.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -4.2% |
| 7D | -4.0% | +1.8% | -5.9% | -4.3% |
| 30D | -5.8% | +11.2% | -17.0% | -7.5% |
| 3M | -5.0% | -19.1% | +14.0% | -1.9% |
| 6M | +0.7% | -19.9% | +20.6% | +3.9% |
| YTD | +8.4% | +25.2% | -16.7% | +0.7% |
| 1Y | +10.1% | +31.6% | -21.5% | +0.9% |
| 3Y | +70.8% | +155.4% | -84.6% | +30.1% |
| 5Y | +55.4% | +251.5% | -196.2% | +3.1% |
| All | +55.4% | +254.0% | -198.7% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling