+368.4%
ALL vs CASY
+539.5%
-171.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | -0.1% | +5.0% | -5.1% | -1.4% |
| 30D | +13.8% | +8.2% | +5.6% | +11.5% |
| 3M | -2.8% | -18.2% | +15.4% | +2.0% |
| 6M | +23.7% | -18.6% | +42.3% | +29.0% |
| YTD | +27.3% | +26.8% | +0.5% | +17.0% |
| 1Y | +30.5% | +31.6% | -1.1% | +18.6% |
| 3Y | +113.0% | +156.5% | -43.5% | +54.9% |
| 5Y | +157.6% | +258.6% | -101.1% | +64.9% |
| 10Y | +368.4% | +550.3% | -181.9% | +155.1% |
| All | +368.4% | +539.5% | -171.1% | +155.1% |
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