+216.5%
AZN vs CASY
+453.5%
-237.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +0.6% |
| 7D | -1.6% | -18.6% | +17.0% | +1.5% |
| 30D | +1.1% | -26.6% | +27.7% | +5.8% |
| 3M | -12.1% | -32.8% | +20.6% | -6.8% |
| 6M | -17.1% | -10.0% | -7.1% | -16.8% |
| YTD | -12.0% | +11.6% | -23.6% | -15.0% |
| 1Y | -0.2% | +11.5% | -11.7% | -3.8% |
| 3Y | +26.8% | +160.7% | -133.9% | +2.8% |
| 5Y | +56.9% | +232.4% | -175.5% | +20.2% |
| All | +216.5% | +453.5% | -237.0% | +122.8% |
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