+214.2%
ADSK vs CASY
+464.4%
-250.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -10.9% | -17.2% | +6.3% | -5.9% |
| 30D | -15.9% | -24.4% | +8.5% | -9.0% |
| 3M | -4.4% | -31.4% | +27.0% | +6.4% |
| 6M | -16.6% | -8.9% | -7.7% | -16.7% |
| YTD | -28.5% | +13.8% | -42.3% | -34.4% |
| 1Y | -34.6% | +17.0% | -51.6% | -40.8% |
| 3Y | -3.5% | +163.1% | -166.6% | -37.4% |
| 5Y | -25.6% | +239.0% | -264.6% | -56.7% |
| All | +214.2% | +464.4% | -250.2% | +49.9% |
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