+356.8%
ACWI vs CASY
+3,859.4%
-3,502.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +0.9% | -11.3% | +12.2% | +4.2% |
| 3M | +2.4% | -0.6% | +3.0% | +1.1% |
| 6M | +12.4% | +10.7% | +1.7% | +7.0% |
| YTD | +15.2% | +37.1% | -22.0% | +2.6% |
| 1Y | +22.7% | +52.3% | -29.6% | +5.4% |
| 3Y | +75.8% | +215.2% | -139.4% | +17.3% |
| 5Y | +67.7% | +276.5% | -208.8% | +4.2% |
| 10Y | +229.0% | +508.4% | -279.4% | +67.8% |
| All | +356.8% | +3,859.4% | -3,502.6% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling