-28.2%
ADSK vs CASY
+234.8%
-263.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -14.2% | +11.6% | +1.0% |
| 7D | -14.5% | -16.5% | +2.0% | -10.7% |
| 30D | -19.3% | -26.4% | +7.1% | -13.1% |
| 3M | -7.8% | -17.3% | +9.5% | -4.8% |
| 6M | -20.8% | -5.2% | -15.6% | -22.5% |
| YTD | -30.2% | +14.1% | -44.3% | -36.5% |
| 1Y | -36.5% | +16.6% | -53.1% | -42.9% |
| 3Y | -5.7% | +163.7% | -169.4% | -42.7% |
| 5Y | -28.2% | +231.3% | -259.5% | -62.8% |
| All | -28.2% | +234.8% | -263.0% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling