+135.8%
CVE vs CASY
+555.0%
-419.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.4% |
| 7D | -14.1% | +1.8% | -15.9% | -14.5% |
| 30D | -11.6% | +11.2% | -22.8% | -14.5% |
| 3M | 0.0% | -19.1% | +19.1% | +5.8% |
| 6M | -8.4% | -19.9% | +11.5% | -3.4% |
| YTD | +65.9% | +25.2% | +40.7% | +51.0% |
| 1Y | +69.4% | +31.6% | +37.8% | +51.2% |
| 3Y | +55.9% | +155.4% | -99.5% | +6.3% |
| 5Y | +146.2% | +251.5% | -105.4% | +43.8% |
| All | +135.8% | +555.0% | -419.1% | +10.6% |
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