+306.4%
CSCO vs CASY
+553.2%
-246.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -10.2% | +1.1% | -11.3% | -10.5% |
| 30D | -20.1% | +8.7% | -28.7% | -22.0% |
| 3M | -22.1% | -17.3% | -4.7% | -18.6% |
| 6M | +3.2% | -19.7% | +22.9% | +7.7% |
| YTD | +24.1% | +24.8% | -0.7% | +12.5% |
| 1Y | +34.6% | +31.9% | +2.7% | +19.5% |
| 3Y | +90.0% | +155.4% | -65.4% | +30.6% |
| 5Y | +88.6% | +250.6% | -162.0% | +12.3% |
| All | +306.4% | +553.2% | -246.8% | +92.6% |
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