+555.4%
CASY vs SPY
+311.8%
+243.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.4% |
| 7D | +5.8% | -0.9% | +6.7% | +6.3% |
| 30D | +10.7% | -2.4% | +13.0% | +12.1% |
| 3M | -13.9% | -1.2% | -12.7% | -13.5% |
| 6M | -18.4% | +3.3% | -21.7% | -20.9% |
| YTD | +29.6% | +12.3% | +17.3% | +18.7% |
| 1Y | +32.8% | +12.4% | +20.4% | +21.4% |
| 3Y | +162.3% | +78.8% | +83.4% | +72.2% |
| 5Y | +265.0% | +75.2% | +189.9% | +140.6% |
| 10Y | +555.4% | +311.1% | +244.3% | +138.4% |
| All | +555.4% | +311.8% | +243.6% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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