+1,042.6%
AWK vs CASY
+3,711.5%
-2,668.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +4.1% | +1.1% | +3.0% | +3.9% |
| 30D | +18.0% | +8.7% | +9.3% | +16.0% |
| 3M | +12.2% | -17.3% | +29.5% | +16.1% |
| 6M | +21.2% | -19.7% | +41.0% | +25.4% |
| YTD | +17.6% | +24.8% | -7.3% | +10.1% |
| 1Y | +19.2% | +31.9% | -12.7% | +10.2% |
| 3Y | +26.7% | +155.4% | -128.7% | -0.7% |
| 5Y | -1.3% | +250.6% | -251.9% | -28.8% |
| 10Y | +159.7% | +556.8% | -397.2% | +62.3% |
| All | +1,042.6% | +3,711.5% | -2,668.9% | +407.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling