+105.9%
CSCO vs CASY
+261.5%
-155.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.4% |
| 7D | +6.6% | +2.5% | +4.1% | +6.2% |
| 30D | -11.3% | +10.2% | -21.6% | -12.7% |
| 3M | -17.3% | -15.7% | -1.6% | -15.3% |
| 6M | +3.5% | -18.4% | +21.9% | +6.4% |
| YTD | +34.9% | +28.3% | +6.6% | +25.8% |
| 1Y | +40.5% | +32.6% | +7.9% | +29.9% |
| 3Y | +109.3% | +159.5% | -50.3% | +60.2% |
| 5Y | +105.9% | +263.9% | -158.0% | +35.2% |
| All | +105.9% | +261.5% | -155.7% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling