+126.4%
CLF vs CASY
+505.6%
-379.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +7.6% | +0.1% | +7.5% | +7.4% |
| 30D | -1.2% | -11.3% | +10.2% | +4.0% |
| 3M | -13.4% | -0.6% | -12.7% | -14.9% |
| 6M | +15.4% | +10.7% | +4.7% | +7.0% |
| YTD | -5.9% | +37.1% | -43.0% | -21.6% |
| 1Y | +18.8% | +52.3% | -33.5% | -6.3% |
| 3Y | -19.4% | +215.2% | -234.6% | -57.7% |
| 5Y | -47.7% | +276.5% | -324.2% | -75.6% |
| All | +126.4% | +505.6% | -379.2% | -20.9% |
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 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