+222.7%
B vs CASY
+565.2%
-342.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.8% |
| 7D | -2.7% | +5.8% | -8.5% | -3.2% |
| 30D | -4.3% | +10.7% | -15.0% | -5.3% |
| 3M | -2.3% | -13.9% | +11.6% | -1.1% |
| 6M | -16.2% | -18.4% | +2.2% | -14.9% |
| YTD | -8.8% | +29.6% | -38.5% | -12.4% |
| 1Y | +11.4% | +32.8% | -21.5% | +6.6% |
| 3Y | +174.3% | +162.3% | +12.0% | +145.5% |
| 5Y | +116.2% | +265.0% | -148.9% | +89.2% |
| 10Y | +222.7% | +555.4% | -332.6% | +178.4% |
| All | +222.7% | +565.2% | -342.4% | +178.4% |
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