+200.5%
B vs CASY
+551.3%
-350.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.6% | +4.2% |
| 7D | +11.3% | +3.6% | +7.7% | +11.0% |
| 30D | +2.9% | +7.2% | -4.3% | +2.2% |
| 3M | -2.9% | -16.9% | +14.1% | -1.3% |
| 6M | -1.2% | -19.3% | +18.1% | +0.4% |
| YTD | -1.3% | +25.6% | -27.0% | -4.9% |
| 1Y | +30.4% | +30.2% | +0.3% | +25.1% |
| 3Y | +195.3% | +154.9% | +40.4% | +164.8% |
| 5Y | +146.2% | +252.1% | -105.9% | +116.0% |
| 10Y | +200.5% | +535.8% | -335.4% | +156.5% |
| All | +200.5% | +551.3% | -350.8% | +156.5% |
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