+72.8%
AZN vs CASY
+261.5%
-188.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | -1.3% | +2.5% | -3.8% | -1.6% |
| 30D | +18.3% | +10.2% | +8.1% | +16.9% |
| 3M | +16.3% | -15.7% | +32.0% | +18.5% |
| 6M | -0.1% | -18.4% | +18.3% | +2.2% |
| YTD | +1.3% | +28.3% | -26.9% | -3.9% |
| 1Y | +6.2% | +32.6% | -26.3% | +0.1% |
| 3Y | +53.9% | +159.5% | -105.6% | +27.1% |
| 5Y | +72.8% | +263.9% | -191.1% | +28.8% |
| All | +72.8% | +261.5% | -188.7% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling