-34.6%
ADSK vs CASY
+15.3%
-49.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -10.9% | -17.2% | +6.3% | -11.7% |
| 30D | -15.9% | -24.4% | +8.5% | -17.2% |
| 3M | -4.4% | -31.4% | +27.0% | -6.4% |
| 6M | -16.6% | -8.9% | -7.7% | -16.3% |
| YTD | -28.5% | +13.8% | -42.3% | -28.2% |
| 1Y | -34.6% | +17.0% | -51.6% | -34.5% |
| All | -34.6% | +15.3% | -49.9% | -34.5% |
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 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