+278.5%
AVGO vs CASY
+161.8%
+116.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.5% | -4.9% |
| 7D | +18.2% | +3.6% | +14.6% | +17.6% |
| 30D | +0.2% | +9.1% | -8.8% | -1.1% |
| 3M | -16.8% | -16.5% | -0.3% | -14.4% |
| 6M | -16.5% | -19.7% | +3.2% | -12.9% |
| YTD | +0.8% | +29.3% | -28.4% | -9.7% |
| 1Y | +2.8% | +33.1% | -30.3% | -9.3% |
| 3Y | +278.5% | +158.5% | +120.0% | +157.6% |
| All | +278.5% | +161.8% | +116.8% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling