+162.3%
CVE vs CASY
+505.6%
-343.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +16.7% | -11.3% | +28.1% | +21.0% |
| 3M | +9.3% | -0.6% | +9.9% | +8.8% |
| 6M | +43.6% | +10.7% | +32.9% | +37.6% |
| YTD | +93.6% | +37.1% | +56.5% | +72.8% |
| 1Y | +98.8% | +52.3% | +46.5% | +70.5% |
| 3Y | +73.6% | +215.2% | -141.6% | +10.6% |
| 5Y | +312.5% | +276.5% | +36.0% | +139.9% |
| All | +162.3% | +505.6% | -343.3% | +19.7% |
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