+338.2%
AZN vs CASY
+555.0%
-216.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | -1.1% | +3.6% | -4.6% | -1.6% |
| 30D | +13.8% | +9.1% | +4.8% | +12.3% |
| 3M | +17.3% | -16.5% | +33.8% | +20.3% |
| 6M | -1.7% | -19.7% | +18.0% | +1.0% |
| YTD | +1.4% | +29.3% | -27.9% | -4.4% |
| 1Y | +5.2% | +33.1% | -28.0% | -1.4% |
| 3Y | +52.6% | +158.5% | -105.9% | +25.1% |
| 5Y | +72.9% | +266.7% | -193.8% | +31.0% |
| All | +338.2% | +555.0% | -216.8% | +206.5% |
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