+16.0%
BABA vs CASY
+505.6%
-489.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -11.9% | -11.3% | -0.5% | -10.3% |
| 3M | -9.3% | -0.6% | -8.6% | -9.7% |
| 6M | -14.2% | +10.7% | -25.0% | -16.2% |
| YTD | -22.0% | +37.1% | -59.2% | -26.4% |
| 1Y | -12.7% | +52.3% | -65.0% | -19.1% |
| 3Y | +26.7% | +215.2% | -188.5% | +1.8% |
| 5Y | -29.3% | +276.5% | -305.8% | -46.0% |
| All | +16.0% | +505.6% | -489.6% | -22.6% |
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