+291.9%
C vs CASY
+568.7%
-276.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +0.1% | -11.3% | +11.4% | +4.4% |
| 3M | +2.4% | -0.6% | +3.1% | +0.6% |
| 6M | +24.9% | +10.7% | +14.2% | +16.7% |
| YTD | +19.8% | +37.1% | -17.3% | +2.1% |
| 1Y | +44.9% | +52.3% | -7.4% | +17.4% |
| 3Y | +263.0% | +215.2% | +47.8% | +104.2% |
| 5Y | +129.5% | +276.5% | -147.0% | +15.2% |
| All | +291.9% | +568.7% | -276.9% | +58.0% |
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