-49.3%
COMP vs CASY
+228.7%
-278.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.0% | +10.8% |
| 7D | +13.4% | +1.1% | +12.3% | +13.0% |
| 30D | +11.1% | +8.7% | +2.4% | +8.3% |
| 3M | -18.8% | -17.3% | -1.5% | -14.5% |
| 6M | +10.5% | -19.7% | +30.2% | +15.6% |
| YTD | -3.4% | +24.8% | -28.2% | -18.1% |
| 1Y | +19.7% | +31.9% | -12.2% | -1.5% |
| 3Y | +381.6% | +155.4% | +226.2% | +172.3% |
| 5Y | -17.6% | +250.6% | -268.2% | -63.2% |
| All | -49.3% | +228.7% | -278.0% | -77.6% |
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