+363.8%
ALL vs CASY
+551.3%
-187.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -3.9% | +3.6% | -7.4% | -4.7% |
| 30D | +10.6% | +7.2% | +3.4% | +8.6% |
| 3M | -4.6% | -16.9% | +12.4% | -0.3% |
| 6M | +20.2% | -19.3% | +39.5% | +25.7% |
| YTD | +23.7% | +25.6% | -1.9% | +14.0% |
| 1Y | +27.9% | +30.2% | -2.3% | +16.5% |
| 3Y | +109.2% | +154.9% | -45.7% | +52.4% |
| 5Y | +148.0% | +252.1% | -104.1% | +59.8% |
| 10Y | +363.8% | +535.8% | -172.1% | +155.7% |
| All | +363.8% | +551.3% | -187.5% | +155.7% |
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