+416.4%
CSX vs CASY
+565.2%
-148.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.0% |
| 7D | -0.3% | +5.8% | -6.1% | -1.9% |
| 30D | +8.7% | +10.7% | -2.0% | +5.5% |
| 3M | +4.2% | -13.9% | +18.1% | +8.2% |
| 6M | +16.7% | -18.4% | +35.1% | +21.9% |
| YTD | +44.5% | +29.6% | +14.8% | +29.4% |
| 1Y | +50.3% | +32.8% | +17.5% | +33.2% |
| 3Y | +76.3% | +162.3% | -85.9% | +19.6% |
| 5Y | +58.1% | +265.0% | -206.9% | -7.5% |
| 10Y | +416.4% | +555.4% | -139.0% | +149.4% |
| All | +416.4% | +565.2% | -148.8% | +149.4% |
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 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