+89.3%
CSCO vs CASY
+154.1%
-64.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -10.2% | +1.1% | -11.3% | -10.3% |
| 30D | -20.1% | +8.7% | -28.7% | -20.6% |
| 3M | -22.4% | -17.3% | -5.0% | -21.2% |
| 6M | +2.8% | -19.7% | +22.5% | +4.7% |
| YTD | +23.6% | +24.8% | -1.2% | +18.8% |
| 1Y | +34.0% | +31.9% | +2.1% | +27.7% |
| 3Y | +89.3% | +155.4% | -66.1% | +61.4% |
| All | +89.3% | +154.1% | -64.8% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling