+1,438.7%
CIEN vs CASY
+549.1%
+889.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.3% | +7.4% |
| 7D | -5.3% | -4.4% | -0.9% | -3.8% |
| 30D | -17.2% | -12.0% | -5.2% | -13.6% |
| 3M | -26.9% | -2.3% | -24.5% | -27.9% |
| 6M | +16.0% | +10.5% | +5.5% | +9.5% |
| YTD | +45.9% | +33.0% | +12.9% | +28.4% |
| 1Y | +186.8% | +41.1% | +145.7% | +145.4% |
| 3Y | +607.8% | +207.5% | +400.3% | +336.3% |
| 5Y | +506.7% | +290.7% | +216.0% | +235.1% |
| 10Y | +1,438.7% | +556.5% | +882.3% | +568.7% |
| All | +1,438.7% | +549.1% | +889.7% | +568.7% |
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