+53.6%
AZN vs CASY
+234.8%
-181.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.2% | +12.3% | -0.2% |
| 7D | -2.9% | -16.5% | +13.6% | -0.9% |
| 30D | -3.1% | -26.4% | +23.3% | +0.3% |
| 3M | -14.4% | -17.3% | +2.9% | -13.0% |
| 6M | -19.5% | -5.2% | -14.3% | -20.0% |
| YTD | -13.8% | +14.1% | -27.8% | -16.7% |
| 1Y | -2.4% | +16.6% | -19.0% | -6.2% |
| 3Y | +21.3% | +163.7% | -142.4% | +0.3% |
| 5Y | +53.6% | +231.3% | -177.7% | +20.2% |
| All | +53.6% | +234.8% | -181.2% | +20.2% |
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