+1,323.9%
ASML vs CASY
+555.0%
+769.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -10.0% |
| 7D | -19.0% | +1.8% | -20.9% | -19.5% |
| 30D | -25.9% | +11.2% | -37.1% | -28.4% |
| 3M | -19.1% | -19.1% | 0.0% | -14.6% |
| 6M | -5.7% | -19.9% | +14.2% | -1.3% |
| YTD | +27.6% | +25.2% | +2.4% | +14.7% |
| 1Y | +30.8% | +31.6% | -0.8% | +15.2% |
| 3Y | +116.2% | +155.4% | -39.2% | +48.6% |
| 5Y | +67.7% | +251.5% | -183.9% | +1.6% |
| All | +1,323.9% | +555.0% | +769.0% | +597.7% |
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