+313.7%
ADP vs CASY
+551.3%
-237.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.1% | +3.6% | -2.5% | +0.1% |
| 30D | +11.5% | +7.2% | +4.3% | +9.4% |
| 3M | +12.0% | -16.9% | +29.0% | +17.2% |
| 6M | +43.8% | -19.3% | +63.1% | +50.3% |
| YTD | +20.1% | +25.6% | -5.6% | +8.1% |
| 1Y | +22.3% | +30.2% | -7.9% | +8.7% |
| 3Y | +43.3% | +154.9% | -111.6% | -1.9% |
| 5Y | +47.3% | +252.1% | -204.8% | -12.4% |
| 10Y | +313.7% | +535.8% | -222.1% | +99.5% |
| All | +313.7% | +551.3% | -237.6% | +99.5% |
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