+9,772.3%
CSX vs CASY
+36,294.0%
-26,521.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | +7.2% | -0.6% | +7.8% | +6.3% |
| 6M | +16.2% | +10.7% | +5.5% | +12.0% |
| YTD | +37.5% | +37.1% | +0.4% | +25.8% |
| 1Y | +53.2% | +52.3% | +0.9% | +36.3% |
| 3Y | +68.2% | +215.2% | -147.0% | +23.1% |
| 5Y | +65.2% | +276.5% | -211.3% | +14.8% |
| 10Y | +504.1% | +508.4% | -4.2% | +267.0% |
| All | +9,772.3% | +36,294.0% | -26,521.8% | +2,694.4% |
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 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