+1,188.7%
CIEN vs CASY
+551.3%
+637.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +10.4% |
| 7D | -5.3% | +3.6% | -8.9% | -6.6% |
| 30D | -40.1% | +7.2% | -47.3% | -41.8% |
| 3M | -34.7% | -16.9% | -17.8% | -31.2% |
| 6M | -50.9% | -19.3% | -31.5% | -48.4% |
| YTD | +15.2% | +25.6% | -10.5% | +2.2% |
| 1Y | +35.2% | +30.2% | +5.0% | +18.1% |
| 3Y | +522.6% | +154.9% | +367.7% | +310.4% |
| 5Y | +344.2% | +252.1% | +92.1% | +153.2% |
| 10Y | +1,188.7% | +535.8% | +652.8% | +500.1% |
| All | +1,188.7% | +551.3% | +637.3% | +500.1% |
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