+1,907.2%
CVS vs CASY
+36,294.0%
-34,386.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -2.4% | -11.3% | +8.9% | -0.3% |
| 3M | +2.7% | -0.6% | +3.3% | +2.1% |
| 6M | +21.9% | +10.7% | +11.2% | +18.5% |
| YTD | +24.7% | +37.1% | -12.4% | +16.5% |
| 1Y | +35.4% | +52.3% | -16.9% | +23.8% |
| 3Y | +65.2% | +215.2% | -150.0% | +30.2% |
| 5Y | +30.5% | +276.5% | -245.9% | -1.1% |
| 10Y | +40.4% | +508.4% | -468.0% | -4.1% |
| All | +1,907.2% | +36,294.0% | -34,386.9% | +665.1% |
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 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