+15.7%
BABA vs CASY
+539.5%
-523.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +2.4% | +5.0% | -2.6% | +1.6% |
| 30D | -7.8% | +8.2% | -15.9% | -8.9% |
| 3M | -22.4% | -18.2% | -4.2% | -20.2% |
| 6M | -26.0% | -18.6% | -7.4% | -24.1% |
| YTD | -29.3% | +26.8% | -56.1% | -32.6% |
| 1Y | -37.5% | +31.6% | -69.1% | -40.9% |
| 3Y | +31.9% | +156.5% | -124.6% | +10.1% |
| 5Y | -33.4% | +258.6% | -292.1% | -48.8% |
| 10Y | +15.7% | +550.3% | -534.6% | -21.5% |
| All | +15.7% | +539.5% | -523.8% | -21.5% |
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