+2,300.3%
AVGO vs CASY
+551.3%
+1,749.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.6% |
| 7D | -0.9% | +3.6% | -4.4% | -1.8% |
| 30D | -11.6% | +7.2% | -18.8% | -13.5% |
| 3M | -25.2% | -16.9% | -8.3% | -21.9% |
| 6M | -25.4% | -19.3% | -6.1% | -22.5% |
| YTD | -7.2% | +25.6% | -32.8% | -17.0% |
| 1Y | -7.9% | +30.2% | -38.0% | -19.0% |
| 3Y | +262.1% | +154.9% | +107.2% | +148.9% |
| 5Y | +525.7% | +252.1% | +273.6% | +278.4% |
| 10Y | +2,300.3% | +535.8% | +1,764.5% | +1,147.7% |
| All | +2,300.3% | +551.3% | +1,749.0% | +1,147.7% |
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