+11,904.6%
ADP vs CASY
+33,031.0%
-21,126.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | +14.9% | +8.7% | +6.2% | +13.1% |
| 3M | +11.6% | -17.3% | +28.9% | +15.2% |
| 6M | +48.5% | -19.7% | +68.2% | +53.1% |
| YTD | +20.6% | +24.8% | -4.3% | +13.7% |
| 1Y | +23.7% | +31.9% | -8.2% | +15.3% |
| 3Y | +47.8% | +155.4% | -107.6% | +19.5% |
| 5Y | +47.7% | +250.6% | -202.9% | +11.6% |
| 10Y | +324.0% | +556.8% | -232.9% | +182.2% |
| All | +11,904.6% | +33,031.0% | -21,126.4% | +4,361.5% |
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 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