+46.4%
AR vs CASY
+551.3%
-504.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -10.5% | +3.6% | -14.1% | -11.7% |
| 30D | +1.3% | +7.2% | -5.9% | -1.4% |
| 3M | +4.8% | -16.9% | +21.7% | +10.9% |
| 6M | +1.2% | -19.3% | +20.5% | +7.1% |
| YTD | +5.5% | +25.6% | -20.1% | -7.8% |
| 1Y | +8.1% | +30.2% | -22.1% | -7.4% |
| 3Y | +38.8% | +154.9% | -116.0% | -16.2% |
| 5Y | +78.8% | +252.1% | -173.3% | -10.5% |
| 10Y | +46.4% | +535.8% | -489.5% | -44.8% |
| All | +46.4% | +551.3% | -504.9% | -44.8% |
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