-46.5%
COMP vs CASY
+230.8%
-277.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.5% |
| 7D | +14.5% | +3.6% | +11.0% | +13.3% |
| 30D | +14.9% | +7.2% | +7.7% | +12.4% |
| 3M | -14.2% | -16.9% | +2.7% | -9.8% |
| 6M | +23.7% | -19.3% | +43.1% | +29.3% |
| YTD | +2.1% | +25.6% | -23.6% | -13.6% |
| 1Y | +26.2% | +30.2% | -4.0% | +4.7% |
| 3Y | +470.9% | +154.9% | +316.0% | +223.8% |
| 5Y | -14.0% | +252.1% | -266.2% | -61.6% |
| All | -46.5% | +230.8% | -277.3% | -76.4% |
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