+535.8%
CASY vs SPY
+315.0%
+220.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.9% |
| 7D | +3.6% | +0.1% | +3.5% | +3.3% |
| 30D | +7.2% | -3.3% | +10.5% | +9.2% |
| 3M | -16.9% | -2.4% | -14.5% | -15.9% |
| 6M | -19.3% | +2.6% | -21.9% | -21.4% |
| YTD | +25.6% | +11.2% | +14.4% | +15.7% |
| 1Y | +30.2% | +13.4% | +16.8% | +18.2% |
| 3Y | +154.9% | +79.9% | +75.0% | +66.5% |
| 5Y | +252.1% | +72.2% | +179.9% | +134.9% |
| 10Y | +535.8% | +307.3% | +228.5% | +137.2% |
| All | +535.8% | +315.0% | +220.8% | +137.2% |
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