+374.8%
ALL vs CASY
+553.2%
-178.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -1.9% | +1.1% | -3.0% | -2.2% |
| 30D | +13.8% | +8.7% | +5.1% | +11.3% |
| 3M | -7.0% | -17.3% | +10.3% | -2.8% |
| 6M | +18.0% | -19.7% | +37.8% | +23.6% |
| YTD | +24.2% | +24.8% | -0.6% | +14.7% |
| 1Y | +31.2% | +31.9% | -0.7% | +19.1% |
| 3Y | +107.5% | +155.4% | -47.8% | +51.0% |
| 5Y | +144.8% | +250.6% | -105.8% | +57.8% |
| All | +374.8% | +553.2% | -178.4% | +161.6% |
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 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