+99.7%
DD vs CASY
+539.5%
-439.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +2.2% | +5.0% | -2.7% | +0.6% |
| 30D | +20.7% | +8.2% | +12.5% | +17.4% |
| 3M | +11.3% | -18.2% | +29.5% | +17.9% |
| 6M | +6.0% | -18.6% | +24.6% | +10.9% |
| YTD | +31.7% | +26.8% | +4.9% | +16.1% |
| 1Y | +32.2% | +31.6% | +0.6% | +14.7% |
| 3Y | +92.7% | +156.5% | -63.8% | +24.8% |
| 5Y | +72.1% | +258.6% | -186.5% | -5.7% |
| 10Y | +99.7% | +550.3% | -450.6% | -10.6% |
| All | +99.7% | +539.5% | -439.8% | -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