+809.9%
AU vs CASY
+550.0%
+259.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.7% | -4.7% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | -4.4% | +10.2% | -14.6% | -5.5% |
| 3M | -10.0% | -15.7% | +5.7% | -8.5% |
| 6M | -14.5% | -18.4% | +3.9% | -12.9% |
| YTD | +6.4% | +28.3% | -21.9% | +1.8% |
| 1Y | +7.7% | +32.6% | -24.9% | +2.5% |
| 3Y | +514.1% | +159.5% | +354.6% | +448.4% |
| 5Y | +386.5% | +263.9% | +122.6% | +326.4% |
| All | +809.9% | +550.0% | +259.9% | +694.0% |
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