+134.5%
CVE vs CASY
+553.2%
-418.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -16.1% | +1.1% | -17.2% | -16.4% |
| 30D | -10.4% | +8.7% | -19.1% | -12.7% |
| 3M | -2.4% | -17.3% | +14.9% | +2.5% |
| 6M | -4.4% | -19.7% | +15.3% | +0.7% |
| YTD | +64.9% | +24.8% | +40.1% | +50.2% |
| 1Y | +66.0% | +31.9% | +34.1% | +48.0% |
| 3Y | +57.7% | +155.4% | -97.7% | +7.4% |
| 5Y | +144.7% | +250.6% | -105.8% | +43.1% |
| All | +134.5% | +553.2% | -418.7% | +10.1% |
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