+3,847.4%
ANET vs CASY
+453.5%
+3,393.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.9% | +7.5% | +6.2% |
| 7D | +3.0% | -18.6% | +21.6% | +9.3% |
| 30D | -5.2% | -26.6% | +21.5% | +3.9% |
| 3M | +27.6% | -32.8% | +60.4% | +43.3% |
| 6M | +44.4% | -10.0% | +54.4% | +45.5% |
| YTD | +52.3% | +11.6% | +40.7% | +42.0% |
| 1Y | +30.4% | +11.5% | +18.9% | +21.0% |
| 3Y | +313.3% | +160.7% | +152.6% | +169.5% |
| 5Y | +810.0% | +232.4% | +577.6% | +427.5% |
| All | +3,847.4% | +453.5% | +3,393.9% | +1,716.1% |
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