+1,751.5%
CLS vs CASY
+551.3%
+1,200.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.2% | +7.7% |
| 7D | -10.6% | +3.6% | -14.1% | -11.7% |
| 30D | -38.4% | +7.2% | -45.6% | -40.2% |
| 3M | -29.9% | -16.9% | -12.9% | -26.3% |
| 6M | -40.6% | -19.3% | -21.3% | -37.8% |
| YTD | -24.6% | +25.6% | -50.2% | -33.1% |
| 1Y | -30.8% | +30.2% | -60.9% | -39.7% |
| 3Y | +811.7% | +154.9% | +656.9% | +495.9% |
| 5Y | +1,838.4% | +252.1% | +1,586.3% | +987.2% |
| 10Y | +1,751.5% | +535.8% | +1,215.7% | +773.6% |
| All | +1,751.5% | +551.3% | +1,200.2% | +773.6% |
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