+10,816.5%
ADP vs CASY
+36,294.0%
-25,477.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 3M | +20.9% | -0.6% | +21.6% | +20.2% |
| 6M | +29.9% | +10.7% | +19.2% | +25.9% |
| YTD | +9.6% | +37.1% | -27.5% | +1.8% |
| 1Y | -5.3% | +52.3% | -57.6% | -13.9% |
| 3Y | +16.5% | +215.2% | -198.7% | -9.5% |
| 5Y | +49.4% | +276.5% | -227.1% | +11.6% |
| 10Y | +282.2% | +508.4% | -226.2% | +157.6% |
| All | +10,816.5% | +36,294.0% | -25,477.5% | +3,896.7% |
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