+207.0%
C vs CASY
+555.0%
-348.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +4.2% | +3.6% | +0.6% | +2.9% |
| 30D | +2.0% | +9.1% | -7.1% | -1.3% |
| 3M | -10.1% | -16.5% | +6.4% | -5.0% |
| 6M | +1.0% | -19.7% | +20.7% | +6.8% |
| YTD | +8.5% | +29.3% | -20.8% | -6.4% |
| 1Y | +25.7% | +33.1% | -7.4% | +6.8% |
| 3Y | +216.0% | +158.5% | +57.5% | +93.0% |
| 5Y | +112.3% | +266.7% | -154.4% | +6.2% |
| All | +207.0% | +555.0% | -348.0% | +25.3% |
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