+371.6%
ALL vs CASY
+555.0%
-183.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +5.0% | +3.6% | +1.5% | +4.1% |
| 30D | +13.3% | +9.1% | +4.3% | +10.8% |
| 3M | +3.2% | -16.5% | +19.7% | +7.6% |
| 6M | +25.3% | -19.7% | +45.1% | +31.3% |
| YTD | +30.5% | +29.3% | +1.2% | +19.3% |
| 1Y | +29.2% | +33.1% | -3.9% | +17.0% |
| 3Y | +119.1% | +158.5% | -39.4% | +59.2% |
| 5Y | +162.6% | +266.7% | -104.1% | +67.2% |
| All | +371.6% | +555.0% | -183.4% | +158.7% |
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