+2,755.4%
AVGO vs CASY
+549.1%
+2,206.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +3.8% |
| 7D | -0.3% | -4.4% | +4.1% | +0.9% |
| 30D | -13.8% | -12.0% | -1.8% | -10.8% |
| 3M | -6.9% | -2.3% | -4.6% | -8.1% |
| 6M | +11.9% | +10.5% | +1.4% | +5.9% |
| YTD | +6.9% | +33.0% | -26.1% | -5.2% |
| 1Y | +7.4% | +41.1% | -33.7% | -7.2% |
| 3Y | +345.6% | +207.5% | +138.1% | +189.6% |
| 5Y | +718.9% | +290.7% | +428.2% | +384.0% |
| 10Y | +2,755.4% | +556.5% | +2,198.9% | +1,350.6% |
| All | +2,755.4% | +549.1% | +2,206.3% | +1,350.6% |
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 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