+10,056.0%
CSX vs CASY
+33,122.1%
-23,066.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.9% |
| 7D | -2.7% | +1.8% | -4.5% | -3.1% |
| 30D | +7.0% | +11.2% | -4.2% | +4.3% |
| 3M | -0.3% | -19.1% | +18.8% | +4.3% |
| 6M | +13.5% | -19.9% | +33.4% | +17.9% |
| YTD | +41.5% | +25.2% | +16.3% | +31.8% |
| 1Y | +45.8% | +31.6% | +14.1% | +33.8% |
| 3Y | +74.4% | +155.4% | -81.0% | +34.0% |
| 5Y | +53.6% | +251.5% | -197.9% | +8.1% |
| 10Y | +465.6% | +558.6% | -93.0% | +237.4% |
| All | +10,056.0% | +33,122.1% | -23,066.1% | +2,825.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling