-19.0%
ADSK vs CASY
+266.7%
-285.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +1.0% | +3.6% | -2.5% | +0.1% |
| 30D | +14.4% | +9.1% | +5.3% | +11.8% |
| 3M | +2.5% | -16.5% | +19.0% | +6.8% |
| 6M | +14.5% | -19.7% | +34.2% | +20.2% |
| YTD | -10.7% | +29.3% | -39.9% | -21.5% |
| 1Y | -11.0% | +33.1% | -44.2% | -22.9% |
| 3Y | +25.9% | +158.5% | -132.7% | -20.7% |
| All | -19.0% | +266.7% | -285.6% | -60.6% |
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 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