+504.6%
CSX vs CASY
+505.6%
-1.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -3.1% | -11.3% | +8.3% | +0.2% |
| 3M | +7.2% | -0.6% | +7.8% | +5.9% |
| 6M | +16.2% | +10.7% | +5.5% | +10.6% |
| YTD | +37.5% | +37.1% | +0.4% | +22.1% |
| 1Y | +53.2% | +52.3% | +0.9% | +31.0% |
| 3Y | +68.2% | +215.2% | -147.0% | +8.3% |
| 5Y | +65.2% | +276.5% | -211.3% | -2.2% |
| All | +504.6% | +505.6% | -1.0% | +190.9% |
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