+188.2%
B vs CASY
+505.6%
-317.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +9.4% | -11.3% | +20.8% | +10.7% |
| 3M | +5.0% | -0.6% | +5.6% | +4.4% |
| 6M | -3.5% | +10.7% | -14.3% | -5.4% |
| YTD | +4.5% | +37.1% | -32.7% | 0.0% |
| 1Y | +67.8% | +52.3% | +15.5% | +58.5% |
| 3Y | +196.7% | +215.2% | -18.5% | +161.6% |
| 5Y | +151.9% | +276.5% | -124.6% | +119.5% |
| All | +188.2% | +505.6% | -317.4% | +156.0% |
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 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