+54.3%
AR vs CASY
+555.0%
-500.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +7.4% | +3.6% | +3.8% | +6.1% |
| 30D | +5.8% | +9.1% | -3.3% | +2.4% |
| 3M | +5.2% | -16.5% | +21.7% | +11.2% |
| 6M | +5.4% | -19.7% | +25.1% | +11.9% |
| YTD | +12.4% | +29.3% | -16.8% | -2.8% |
| 1Y | +12.8% | +33.1% | -20.3% | -4.0% |
| 3Y | +47.2% | +158.5% | -111.3% | -11.3% |
| 5Y | +101.1% | +266.7% | -165.6% | -0.9% |
| All | +54.3% | +555.0% | -500.7% | -41.8% |
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