+2,798.6%
AVGO vs CASY
+550.0%
+2,248.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.6% | +5.8% |
| 7D | +25.0% | +2.5% | +22.5% | +24.2% |
| 30D | +2.0% | +10.2% | -8.2% | -0.9% |
| 3M | -12.3% | -15.7% | +3.4% | -8.7% |
| 6M | -12.8% | -18.4% | +5.6% | -9.5% |
| YTD | +5.9% | +28.3% | -22.4% | -5.9% |
| 1Y | +3.3% | +32.6% | -29.2% | -9.5% |
| 3Y | +293.1% | +159.5% | +133.6% | +168.7% |
| 5Y | +606.7% | +263.9% | +342.8% | +322.6% |
| All | +2,798.6% | +550.0% | +2,248.6% | +1,399.7% |
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