+7.4%
AVGO vs CASY
+42.6%
-35.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +2.6% |
| 7D | -0.3% | -4.4% | +4.1% | -0.9% |
| 30D | -13.8% | -12.0% | -1.8% | -15.0% |
| 3M | -6.9% | -2.3% | -4.6% | -7.0% |
| 6M | +11.9% | +10.5% | +1.4% | +14.7% |
| YTD | +6.9% | +33.0% | -26.1% | +14.9% |
| 1Y | +7.4% | +41.1% | -33.7% | +20.4% |
| All | +7.4% | +42.6% | -35.2% | +20.4% |
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