+208.6%
B vs CASY
+539.5%
-330.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.2% |
| 7D | +7.1% | +5.0% | +2.2% | +6.7% |
| 30D | -3.3% | +8.2% | -11.5% | -4.1% |
| 3M | -2.5% | -18.2% | +15.6% | -0.9% |
| 6M | -7.2% | -18.6% | +11.4% | -5.8% |
| YTD | -7.4% | +26.8% | -34.2% | -10.8% |
| 1Y | +16.4% | +31.6% | -15.2% | +11.6% |
| 3Y | +178.7% | +156.5% | +22.2% | +150.3% |
| 5Y | +121.7% | +258.6% | -136.9% | +94.8% |
| 10Y | +208.6% | +550.3% | -341.6% | +171.4% |
| All | +208.6% | +539.5% | -330.9% | +171.4% |
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