+0.1%
DOW vs CASY
+492.4%
-492.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +5.2% | +3.6% | +1.7% | +3.9% |
| 30D | +13.2% | +9.1% | +4.1% | +9.5% |
| 3M | +10.1% | -16.5% | +26.6% | +16.7% |
| 6M | -13.1% | -19.7% | +6.6% | -7.2% |
| YTD | +46.1% | +29.3% | +16.9% | +27.2% |
| 1Y | +50.0% | +33.1% | +16.9% | +28.4% |
| 3Y | -20.2% | +158.5% | -178.8% | -52.1% |
| 5Y | -27.7% | +266.7% | -294.4% | -65.8% |
| All | +0.1% | +492.4% | -492.3% | -63.3% |
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