+1,395.4%
ASML vs CASY
+553.2%
+842.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | -9.0% | +1.1% | -10.1% | -9.4% |
| 30D | -21.0% | +8.7% | -29.7% | -23.1% |
| 3M | -16.3% | -17.3% | +1.0% | -12.2% |
| 6M | -7.5% | -19.7% | +12.2% | -3.3% |
| YTD | +34.0% | +24.8% | +9.2% | +20.6% |
| 1Y | +39.3% | +31.9% | +7.4% | +22.6% |
| 3Y | +128.9% | +155.4% | -26.5% | +57.2% |
| 5Y | +76.1% | +250.6% | -174.5% | +6.8% |
| All | +1,395.4% | +553.2% | +842.2% | +633.2% |
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