+126.1%
AWK vs CASY
+549.1%
-423.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.5% |
| 7D | +2.2% | -4.4% | +6.5% | +3.3% |
| 30D | +4.4% | -12.0% | +16.5% | +7.6% |
| 3M | +15.4% | -2.3% | +17.7% | +14.8% |
| 6M | +3.5% | +10.5% | -7.0% | -0.8% |
| YTD | +9.8% | +33.0% | -23.2% | -0.1% |
| 1Y | +3.0% | +41.1% | -38.1% | -8.1% |
| 3Y | +9.7% | +207.5% | -197.8% | -24.6% |
| 5Y | -17.2% | +290.7% | -307.9% | -48.1% |
| 10Y | +126.1% | +556.5% | -430.4% | +24.7% |
| All | +126.1% | +549.1% | -423.0% | +24.7% |
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