+41.6%
D vs CASY
+553.2%
-511.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +3.0% | +1.1% | +1.9% | +2.7% |
| 30D | +11.5% | +8.7% | +2.8% | +9.2% |
| 3M | +3.7% | -17.3% | +21.0% | +8.1% |
| 6M | +13.5% | -19.7% | +33.3% | +18.4% |
| YTD | +20.7% | +24.8% | -4.1% | +11.3% |
| 1Y | +18.2% | +31.9% | -13.7% | +7.2% |
| 3Y | +73.3% | +155.4% | -82.1% | +26.4% |
| 5Y | +12.3% | +250.6% | -238.3% | -27.4% |
| All | +41.6% | +553.2% | -511.6% | -20.0% |
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