+243.0%
CB vs CASY
+551.3%
-308.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -1.5% | +3.6% | -5.1% | -2.4% |
| 30D | +6.5% | +7.2% | -0.7% | +4.5% |
| 3M | +4.1% | -16.9% | +21.0% | +8.8% |
| 6M | +14.4% | -19.3% | +33.7% | +19.7% |
| YTD | +17.5% | +25.6% | -8.1% | +7.3% |
| 1Y | +27.5% | +30.2% | -2.6% | +15.1% |
| 3Y | +71.6% | +154.9% | -83.3% | +21.1% |
| 5Y | +100.6% | +252.1% | -151.5% | +23.5% |
| 10Y | +243.0% | +535.8% | -292.8% | +81.8% |
| All | +243.0% | +551.3% | -308.3% | +81.8% |
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