-28.5%
CCL vs CASY
+551.3%
-579.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +3.1% | +3.6% | -0.5% | +1.4% |
| 30D | +17.5% | +7.2% | +10.3% | +13.6% |
| 3M | +6.8% | -16.9% | +23.7% | +14.8% |
| 6M | +18.7% | -19.3% | +38.1% | +25.8% |
| YTD | +3.0% | +25.6% | -22.6% | -14.3% |
| 1Y | +17.7% | +30.2% | -12.4% | -3.9% |
| 3Y | +155.6% | +154.9% | +0.7% | +37.5% |
| 5Y | +30.2% | +252.1% | -221.9% | -43.2% |
| 10Y | -28.5% | +535.8% | -564.3% | -74.4% |
| All | -28.5% | +551.3% | -579.8% | -74.4% |
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