+2,757.7%
CLS vs CASY
+568.7%
+2,189.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | -13.9% | -11.3% | -2.5% | -10.1% |
| 3M | -26.6% | -0.6% | -25.9% | -27.7% |
| 6M | +15.4% | +10.7% | +4.7% | +9.3% |
| YTD | +5.7% | +37.1% | -31.5% | -7.8% |
| 1Y | +41.1% | +52.3% | -11.2% | +17.5% |
| 3Y | +1,228.6% | +215.2% | +1,013.4% | +710.8% |
| 5Y | +3,240.6% | +276.5% | +2,964.1% | +1,763.0% |
| All | +2,757.7% | +568.7% | +2,189.0% | +1,257.4% |
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