+362.3%
CSCO vs CASY
+568.7%
-206.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -10.1% | -11.3% | +1.2% | -7.2% |
| 3M | -15.7% | -0.6% | -15.0% | -16.6% |
| 6M | +36.3% | +10.7% | +25.6% | +29.9% |
| YTD | +43.8% | +37.1% | +6.7% | +27.9% |
| 1Y | +63.9% | +52.3% | +11.6% | +40.2% |
| 3Y | +104.4% | +215.2% | -110.8% | +31.4% |
| 5Y | +111.4% | +276.5% | -165.1% | +24.5% |
| All | +362.3% | +568.7% | -206.5% | +117.8% |
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