+30.8%
ASML vs CASY
+32.1%
-1.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -9.3% |
| 7D | -19.0% | +1.8% | -20.9% | -19.0% |
| 30D | -25.9% | +11.2% | -37.1% | -26.2% |
| 3M | -19.1% | -19.1% | 0.0% | -18.0% |
| 6M | -5.7% | -19.9% | +14.2% | -1.4% |
| YTD | +27.6% | +25.2% | +2.4% | +24.9% |
| 1Y | +30.8% | +31.6% | -0.8% | +29.6% |
| All | +30.8% | +32.1% | -1.3% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling