+12,099.4%
CGNX vs CASY
+30,178.1%
-18,078.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.2% | +13.7% | +4.2% |
| 7D | +3.2% | -16.5% | +19.7% | +9.1% |
| 30D | -3.7% | -26.4% | +22.6% | +5.9% |
| 3M | +1.0% | -17.3% | +18.3% | +5.1% |
| 6M | +22.1% | -5.2% | +27.3% | +20.9% |
| YTD | +72.7% | +14.1% | +58.6% | +60.8% |
| 1Y | +40.4% | +16.6% | +23.8% | +29.3% |
| 3Y | +45.2% | +163.7% | -118.5% | -2.0% |
| 5Y | -26.7% | +231.3% | -258.0% | -54.7% |
| 10Y | +178.5% | +462.9% | -284.4% | +40.6% |
| All | +12,099.4% | +30,178.1% | -18,078.6% | +1,591.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling