+281.8%
ADP vs CASY
+568.7%
-287.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +2.8% | -11.3% | +14.1% | +6.1% |
| 3M | +20.9% | -0.6% | +21.6% | +19.7% |
| 6M | +29.9% | +10.7% | +19.2% | +23.3% |
| YTD | +9.6% | +37.1% | -27.5% | -3.2% |
| 1Y | -5.3% | +52.3% | -57.6% | -19.5% |
| 3Y | +16.5% | +215.2% | -198.7% | -25.8% |
| 5Y | +49.4% | +276.5% | -227.1% | -12.4% |
| All | +281.8% | +568.7% | -287.0% | +80.4% |
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