-31.9%
ADSK vs CASY
+51.2%
-83.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.3% | -8.0% | -8.3% |
| 7D | -16.4% | +0.1% | -16.5% | -16.4% |
| 30D | -9.2% | -11.3% | +2.1% | -10.0% |
| 3M | -6.7% | -0.6% | -6.1% | -6.4% |
| 6M | -15.5% | +10.7% | -26.2% | -14.5% |
| YTD | -26.4% | +37.1% | -63.5% | -25.8% |
| 1Y | -31.9% | +52.3% | -84.2% | -31.6% |
| All | -31.9% | +51.2% | -83.1% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling