+10,299.8%
CSX vs CASY
+32,414.3%
-22,114.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +9.7% | +9.4% | +0.3% | +7.4% |
| 3M | +2.3% | -20.6% | +22.9% | +7.4% |
| 6M | +17.1% | -20.7% | +37.8% | +21.9% |
| YTD | +44.9% | +22.5% | +22.4% | +35.6% |
| 1Y | +47.1% | +29.5% | +17.6% | +35.6% |
| 3Y | +78.6% | +150.0% | -71.4% | +37.9% |
| 5Y | +57.2% | +248.6% | -191.4% | +10.9% |
| 10Y | +479.2% | +544.6% | -65.4% | +247.3% |
| All | +10,299.8% | +32,414.3% | -22,114.6% | +2,911.9% |
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 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