+50.0%
D vs CASY
+556.9%
-506.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | -2.4% | +5.8% | -8.2% | -3.8% |
| 30D | +9.0% | +10.7% | -1.7% | +6.3% |
| 3M | +1.0% | -13.9% | +14.8% | +4.2% |
| 6M | +11.0% | -18.4% | +29.4% | +15.3% |
| YTD | +19.8% | +29.6% | -9.9% | +9.4% |
| 1Y | +16.0% | +32.8% | -16.9% | +5.0% |
| 3Y | +74.4% | +162.3% | -87.9% | +26.4% |
| 5Y | +13.5% | +265.0% | -251.5% | -27.4% |
| All | +50.0% | +556.9% | -506.9% | -15.5% |
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