+208.8%
C vs CASY
+539.5%
-330.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -0.4% | +5.0% | -5.3% | -2.1% |
| 30D | -5.2% | +8.2% | -13.3% | -7.9% |
| 3M | -9.1% | -18.2% | +9.1% | -3.2% |
| 6M | -1.6% | -18.6% | +17.0% | +3.3% |
| YTD | +6.9% | +26.8% | -19.8% | -7.1% |
| 1Y | +23.0% | +31.6% | -8.6% | +4.8% |
| 3Y | +216.1% | +156.5% | +59.6% | +93.2% |
| 5Y | +112.2% | +258.6% | -146.4% | +7.0% |
| 10Y | +208.8% | +550.3% | -341.5% | +25.4% |
| All | +208.8% | +539.5% | -330.7% | +25.4% |
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