+316.1%
ADP vs CASY
+539.5%
-223.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +3.2% | +5.0% | -1.8% | +1.8% |
| 30D | +12.8% | +8.2% | +4.6% | +10.4% |
| 3M | +12.3% | -18.2% | +30.5% | +18.1% |
| 6M | +45.4% | -18.6% | +64.0% | +51.6% |
| YTD | +21.4% | +26.8% | -5.4% | +9.1% |
| 1Y | +23.7% | +31.6% | -7.9% | +9.6% |
| 3Y | +43.6% | +156.5% | -112.9% | -1.8% |
| 5Y | +48.7% | +258.6% | -209.9% | -12.1% |
| 10Y | +316.1% | +550.3% | -234.2% | +99.6% |
| All | +316.1% | +539.5% | -223.4% | +99.6% |
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